Solid and liquid sorbents require a significant amount of energy for CO2 desorption (60-100 kJ/mol) and compression (16 kJ/mol) associated with delivering CO2 prior to storage or conversion. Rationally designing materials offering both capture and conversion functionalities could enable more energy and cost-efficient DAC and conversion. We have developed a single sorbent-catalytic (non-noble metal) material that can perform both Direct Air Capture (DAC) and conversion of CO2 to olefins and paraffins. We integrated solid sorbents with catalytic components to first capture CO2 from air, and then, with a renewable H2 co-feed, converted the captured CO2 into olefins and paraffins. To the best of our knowledge, this is the first proof-of-concept demonstration for production of olefins from captured CO2. Olefins can be converted into diesel and jet fuel using existing PNNL oligomerization technology. CO2 capture capacity of ~8.5 wt% was achieved under optimized capture conditions at 25 degrees C and a conversation of ~50% to paraffins and olefins were achieved at ~300 degrees C.