Sorbent substrates for CO2 capture and methods for forming the same are disclosed. In one embodiment, a method for forming a sorbent substrate for CO2 capture may include forming a plurality of matrix rods from a sorbent material and forming a plurality of channel rods from a support material. The plurality of matrix rods may then be co-extruded with the plurality of channel rods to form a plurality of sorbent filaments comprising a matrix of the sorbent material in which channels of support material are positioned such that the channels extend in an axial direction of each of the plurality of sorbent filaments. The plurality of sorbent filaments may then be stacked to form a filament assembly in which the plurality of sorbent filaments are axially aligned. Thereafter, the plurality of sorbent filaments of the filament assembly may be bonded to one another to form the sorbent substrate.