Derived from carbon capture, utilization, and storage (CCUS), integrated carbon capture and utilization (ICCU) has been widely developed recently. Understanding the influences of H2O, O2, and NO2 on dual-function materials (DFMs) performance is crucial for their practical application. In this study, the influence mechanisms of O2, H2O, and NO2 on CeNiCa DFM for ICCU-methanation are investigated. The catalyst was oxidized by O2, H2O, and NO2. NO2 competes with CO2 for basic adsorption sites, inhibiting CO2 adsorption and methanation, but adsorbed NO2 is reduced mainly to N2 and NH3 during methanation. H2O induces agglomeration of the adsorbent and catalyst─the former due to the Ca(OH)2 mobility, and the latter attributed to OH-promoted migration and agglomeration of Ni. On this basis, it is proposed that the dominant roles of H2O, O2, and NO2 change in two- and multi-interference components, but the joint effects among them should not be neglected.