With the goal of carbon neutrality, CO_2 methanation technology can not only solve the environmental problems caused by CO_2 emissions, but also convert CO_2 into CH_4 to alleviate problems such as the energy shortages. Since the strong exothermic of CO_2 methanation reaction tends to form hot spots, leading to the sintering and inactivation of the active components of the catalyst. In recent years, researchers begun to pay attention to the solution of this problem while developing efficient CO_2 methanation catalysts. Metal-substrate supported monolithic catalysts have attracted more and more attention in CO_2 methanation field due to their enhanced heat transfer and mechanical strength. In this paper, the different preparation method, the application of different types of metal substrates, and the advantages of heat transfer of metal-substrate supported monolithic catalyst in CO_2 methanation reaction are reviewed. This review systematically summarizes the current studies of metal-substrate supported monolithic catalyst and discusses the future development trend, in order to provide technical reference for the research and industrial application.