CO2 methanation over a Ni/CeO2 catalyst was investigated under the feeding of a raw material gas containing oxygen of 1-10 vol % concentration. The presence of oxygen greatly improved the methanation activity and provided high methane yield, even with cutting external heating, near room temperature. This positive phenomenon was caused by the fact that hydrogen-combustion by oxygen selectively occurred on the Ni/CeO2 catalyst, and a large amount of thermal energy was generated. We found a novel route of CO2 methanation that can be driven without external heating, even near room temperature, which we named auto-methanation.