Thermo-catalytic conversion of CO₂ into more valuable compounds, such as methane, is an attractive strategy for energy storage in chemical bonds and creating a carbon-based circular economy. However, designing heterogeneous catalysts remains a challenging, time- and resource-consuming task. Herein, we present an interpretable, human-in-the-loop active machine learning framework to efficiently plan catalytic experiments, execute them in an automated set-up, and estimate the effect of experimental variables on the catalytic activity. A dataset with 48 catalytic activity tests was compiled from a design space of Ni-Co/Al₂O₃ catalysts with over 50 million potential combinations in only eight iterations. This small dataset was found sufficient to predict CO₂ conversion, methane selectivity, and methane space-time yield with remarkable accuracy (R² > 0.9) for untested catalysts and reaction conditions. New experiments and catalysts were selected with this methodology, leading to experimental conditions that improved the methane space-time yield by nearly 50% in comparison to the previously obtained maximum in the dataset. Interpretation of the model predictions unveiled the effect of each catalyst descriptor and reaction condition on the outcome. Particularly, the strong predicted inverse trend between the calcination temperature and the catalytic activity was validated experimentally, and characterization implied an underlying structure-performance relationship. Finally, it is demonstrated that the deployed active learning model is excellently suited to predict and fit kinetic trends with a minimal amount of data. This data-driven framework is a first step to faster, model-based, and interpretable design of catalysts and holds promise for broader applications across catalytic processes.