Carbon dioxide (CO2) is an air pollutant that can harm health when humans are exposed to it at high concentrations for prolonged periods. The atmospheric CO2 concentration is about 420 ppm; however, indoor environments possess higher CO2 levels due to human respiration, often exceeding 1000 ppm and can even surpass 2000 ppm. These elevated indoor CO2 levels diminish indoor air quality (IAQ) and contribute to sick building syndrome (SBS). Therefore, maintaining low indoor CO2 levels is vital for human health and comfort. Typical building ventilation systems have managed indoor CO2 levels for decades. However, this process is energy-intensive and contributes to increased emissions, which perpetuate climate change. In recent years, direct air capture (DAC) has been utilized within building systems to economically reduce indoor CO2 concentrations. Traditional DAC is a carbon capture technology that sequesters atmospheric CO2 to counter carbon emissions released into the environment. When it is applied within interior environments, it is referred to as indoor carbon dioxide direct air capture (iCO2-DAC), which is more cost-effective and thermodynamically favourable than traditional methods because it captures CO2 directly where it accumulates. This work reviews and discusses the integration of DAC within buildings, specifically heating, ventilation, and air conditioning (HVAC) systems, to improve IAQ. Furthermore, we compare different adsorbents to understand which are most practical for iCO2-DAC. Moreover, techno-economic analyses are reviewed to compare the benefits of different indoor CO2 adsorbents to other methods of mitigating emissions, as well as improving and maintaining IAQ. The cost of indoor CO2 adsorbents ranges from about 62.72 to 398.7 USD/Tonne of CO2. Lastly, this paper reports the future research directions regarding improvements in adsorption materials and methods, as well as the need for greater experimentation.