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The hydrogenation of CO₂ to produce CO and H₂O, known as reverse-water-gas shift reaction (RWGS) is considered to be an important CO₂ valorization pathway. This work is aimed at proposing the thin-film catalysts based on iron and cobalt oxides for this purpose. A series of Fe–Co nanocomposites were prepared by the plasma-enhanced chemical vapor deposition (PECVD) from organic cobalt and iron precursors on a wire-mesh support. The catalysts were characterized by SEM/EDX, XPS, XRD, and Raman spectroscopy and studied for hydrogenation of CO₂ in a tubular reactor operating in the temperature range of 250–400 °C and atmospheric pressure. The Co-based catalyst, containing crystalline CoO phase, exhibited high activity toward CH₄, while the Fe_-based catalyst, containing crystalline Fe₂O₃/Fe₃O₄ phases, was less active and converted CO₂ mainly into CO. Regarding the Fe–Co nanocomposites (incl. Fe₂O₃/Fe₃O₄ and CoO), even a small fraction of iron dramatically inhibited the production of methane. With increasing the atomic fraction of iron in the Fe–Co systems, the efficiency of the RWGS reaction at 400 °C increased up to 95% selectivity to CO and 30% conversion of CO₂, which significantly exceeded the conversion for pure iron–based films (approx. 9%). The superior performance of the Fe–Co nanocomposites compared to “pure” Co and Fe–based films was proposed to be explained by assuming changes in the electronic structure of the catalyst resulting from the formation of <i>p</i>–<i>n</i> junctions between nanoparticles of cobalt and iron oxides.