Hydrogenation of CO2 to olefin catalyzed by iron-based catalysts is a sustainable and important way to achieve carbon neutrality. In this study, iron-based catalysts were facilely prepared by direct pyrolysis of ferric fumarate (FF), which are applied to CO2 hydrogenation to olefin reaction to explore the effects of pyrolysis temperature and atmosphere on catalytic performance of the catalysts. Among them, NaFe-Air-400 catalyst exhibits the highest catalytic activity with 33.7%, and light olefin selectivity reaches as high as 47.1%. The catalytic performance of pyrolytic catalysts is better than that the impregnated NaFe catalyst on activated carbon (NaFe/AC). A series of XRD, Raman and SEM characterization results show a suitable pyrolysis temperature would promote the balance between amorphous carbon and graphene, which can affect the formation of FexCy phase, leading the distinctive activity and olefin selectivity. Hence, the presented one-step pyrolysis methodology would provide a facile and quick synthesis of highly-active iron-based catalyst design for CO2 conversion.