The integrated capture and conversion of CO₂ has the potential to make valorization of the greenhouse gas more economically competitive, by eliminating energy-intensive regeneration processes. However, integration is hindered by the extremely low concentrations of CO₂ present in the atmosphere (0.04 vol.%), and the presence of acidic gas contaminants, such as SO_x and NO_x, in flue gas streams. This Review summarizes the latest technological progress in the integrated capture and conversion of CO₂ from dilute flue gases and atmospheric air. In particular, the Review analyzes the correlation between material properties and their capture and conversion efficiency through hydrogenation, cycloaddition, and solar thermal-mediated electrochemical processes, with a focus on the types and quantities of product generated, in addition to their energy requirements. Prospects for commercialization are also highlighted and suggestions are made for future research.