The invention provides a method for producing a hydroformylation raw material from alkane and CO2 and belongs to the technical field of fine chemical production. According to the method, alkane and CO2 enter a fixed bed catalytic reactor A and react under a certain reaction condition to generate a mixed product a including olefin, CO and H2; the mixed product a enters a separating column, a small amount of heavy components are separated from the bottom of the column, gas separated from the top of the column and including olefin, CO, H2 and un-reacted alkane and CO2 raw materials enters a hydroformylation reactor B, and alkane and CO2 are separated from effluent flowing out of the reactor B and circulate back to the reactor A as raw materials. The method has the characteristics that the raw materials are cheap, the process is simple, and the additional value of the product is high by using greenhouse gas CO2 as a raw material.