The methanol synthesis from CO₂ hydrogenation is of great interest because it offers a way to mitigate the anthropogenic CO₂ emissions and gives the opportunity to produce methanol from renewable and recyclable feedstock. Methanol is a key component in the chemical industry and can serve as fuel. In this work the high pressure approach of the transformation of CO₂ to methanol is investigated based on the energy balance for the production of 1 Mt methanol per year from air-captured CO₂ and hydrogen from water electrolysis. The energy efficiency is almost pressure independent and is comparable to literature values. The energy consumption for the compression of CO₂ and H₂ accounts only for 26% of the total energy consumption. Experimental investigations of the CO₂ hydrogenation at 950 bar show up to 15 times larger methanol space time yields (STYmethanol) compared to literature values where CO₂ was hydrogenated to methanol at 30 bar.