This paper discussed the fabrication of anodic aluminum oxide (AAO)/CaO core-shell membrane by anodization and sol-gel processes and evaluated the relationship between the Al2O3/CaO and CO2 by thermodynamic calculation. According to thermodynamic property that CaO can reacts with CO2 forming calcium carbonate (CaCO3) in a lower temperature ranges, CaCO3 can also be decomposed to CaO in a higher temperature ranges. Because the reversible reaction property that CaO can be a CO2 absorbent/ de-absorbent. We address that AAO based on core-shell nanotubes structure to achieve such a demand. The captured CO2 can further convert to fuel material of hydrocarbons.