From both energy and environmental points of view, it is highly desirable to produce organic compounds from greenhouse gas CO2. To reach such an attractive goal, high-performance catalysts are required. In this study, a new family of two-dimensional (2D) materials, transition-metal diboride (MB2), are theoretically designed. With intrinsic transition-metal-terminated surfaces, MB2 monolayers exhibit a high catalytic activity for the conversion of CO2 selectively to CH4. In particular, the OsB2 monolayer has an ultralow limiting potential of −0.4 V for CH4 production. Non-noble-metal-based FeB2 and MnB2 also have a low limiting potential, and they are thus very promising for practical applications. Atomistic mechanisms of the catalyzed CO2 conversion are understood based on the first-principles calculations. Oxygen binding energy is found to be a good descriptor for the catalytic performance, and the activity “volcano” plot suggests that, in the OsB2 case, it is very close to the optimal value of 6.4 eV. The outstanding catalytic performance of this new type of 2D materials makes them especially attractive for CO2 utilization.