The invention discloses a catalyst for full methanation of carbon dioxide, which belongs to the technical field of methanation of carbon dioxide. In the catalyst, spherical gamma-Al2O3 is used as a carrier, Ni and Fe are used as active ingredients, and MgO, La2O3 or CeO2 is used as an auxiliary agent. The catalyst is prepared by adopting an ordered soaking method through drying, roasting and reduction. The catalyst comprises the following components in percentage by mass: 60 to 80 percent of gamma-Al2O3, 10 to 20 percent of NiO, 5 to 15 percent of Fe2O3, 1 to 10 percent of MgO, and 1 to 10 percent of La2O3 or CeO2. Under the reaction conditions that the pressure is between 3.0 and 5.0MPa, the volume airspeed of the raw material gas is 5,000 to 10,000 per hour and the ratio of H2 to CO2 is 4.1, both the CO2 conversion rate and the CH4 selectivity can be close to 100 percent. The catalyst has the characteristics of high strength, good thermal stability, carbon deposition resistance, easy fluidization and the like.