Photothermal catalytic CO₂ reduction to solar fuels is one of the most promising technologies for industrial development. Photothermal catalytic CO₂ reduction by H₂ and CH₄ have high fuel production rate and light-to-fuel efficiency, which become pioneer in the industrialization of solar fuels, while the yield of artificial photosynthesis still has a gap with industrialization, the low solar light absorption, photothermal conversion, active site exposure and carrier mobility severely restrict the development from laboratory to industrialization. Photothermal functional structures and materials have become a breakthrough due to excellent full solar spectrum absorption capacity, photothermal conversion properties, and excellent electrical conductivity. In order to bring inspiration to the breakthrough of the bottleneck, this paper reviewed the latest research progress of emerging photothermal functional materials (GDY, MXene, BP) and photothermal functional structures (bionic, nanoarrays, HoMSs) in photothermal catalytic CO₂ reduction from the regulation mechanism of sunlight absorption, photothermal conversion, active site exposure and carrier migration, and further proposed the potential application value of photothermal functional materials and structures in photothermal catalytic CO₂ reduction. Finally, a critical review of how all-weather photothermal catalytic CO₂ reduction breaks through the barrier of darkness, carbon pollution and inhibition of high temperature inactivation under concentrating light, and critical insights into the development direction, research progress, cautions, and future development opportunities of photothermal catalytic CO₂ reduction from laboratory to industrialization are presented.