The reactions of tantalum cluster cations of different sizes toward carbon dioxide are studied in an ion trap under multi-collisional conditions. For all sizes studied, consecutive reactions with several CO₂ molecules are observed. This reveals two different pathways, namely oxide formation and the pickup of an entire molecule. Supported by calculations of the thermochemistry of Ta_nO⁺ formation upon reaction with CO₂, changes in the branching ratios at a particular cluster size are related to heat effects due to the vibrational heat capacity of the clusters and the exothermicity of the reaction.