This work presents an investigation of CeO₂, Ce_0.5Zr_0.5O₂ (CZ), and La, Pr-doped CeO₂–ZrO₂ (LP-CZ) for thermochemical two-step splitting of CO₂. The materials are synthesized by coprecipitation method and characterized by X-ray diffraction, scanning electron microscopy, Raman spectroscopy, and H₂ temperature-programmed reduction. The cyclic CO₂ splitting performance of the samples is measured using thermogravimetric analysis. The results reveal that CZ and LP-CZ show comparable splitting efficiency with the average CO productions of 272 and 288 μmol g⁻¹, respectively, which are much larger than those of CeO₂. CZ and LP-CZ benefit from the Zr modification on their structure (t″ phase) and numerous oxygen vacancies which apparently facilitates oxygen migration. LP-CZ exhibits more rapid recovery post-splitting compared to the other two samples, as a result of its better thermal stability and favorable “vacancy-rich” structure for oxygen exchange and migration. This has potential to be driven for further developments in various applications.