The methylotrophic yeast Pichia pastoris is widely used in the manufacture of industrial enzymes and pharmaceuticals. Like most biotechnological production hosts, P. pastoris is heterotrophic and grows on organic feedstocks that have competing uses in the production of food and animal feed. In a step toward more sustainable industrial processes, we describe the conversion of P. pastoris into an autotroph that grows on CO2. By addition of eight heterologous genes and deletion of three native genes, we engineer the peroxisomal methanol-assimilation pathway of P. pastoris into a CO2-fixation pathway resembling the Calvin-Benson-Bassham cycle, the predominant natural CO2-fixation pathway. The resulting strain can grow continuously with CO2 as a sole carbon source at a µmax of 0.008 h-1. The specific growth rate was further improved to 0.018 h-1 by adaptive laboratory evolution. This engineered P. pastoris strain may promote sustainability by sequestering the greenhouse gas CO2, and by avoiding consumption of an organic feedstock with alternative uses in food production.