Environmental problems such as greenhouse effect, the consumption of fossil energy, and the increase of human demand for energy are becoming more and more serious, which force researcher to turn their attention to the reduction of CO₂ and the development of renewable energy. Unsafety, easy to lead to secondary environmental pollution, cost inefficiency, and other problems limit the development of conventional CO₂ capture technology. In recent years, many microorganisms have attracted much attention to capture CO₂ and synthesize valuable products directly. Fatty acid derivatives (e.g., fatty acid esters, fatty alcohols, and aliphatic hydrocarbons), which can be used as a kind of environmentally friendly and renewable biofuels, are sustainable substitutes for fossil energy. In this review, conventional CO₂ capture techniques pathways, microbial CO₂ concentration mechanisms and fixation pathways were introduced. Then, the metabolic pathway and progress of direct production of fatty acid derivatives from CO₂ in microbial cell factories were discussed. The synthetic biology means used to design engineering microorganisms and optimize their metabolic pathways were depicted, with final discussion on the potential of optoelectronic–microbial integrated capture and production systems.