The enzymatic effectiveness in the reaction cascade that reduces CO2 to methanol in water at room‐temperature faces various constraints. One of the major challenges is the short life of costly enzymes: immobilization is used to make them more stable and recyclable. The comparative analysis of the several immobilization techniques reported in the literature is challenging due to the diverse reaction conditions (single enzyme test or pool of enzymes test) and experimental setups, as well as the high variability in the amount of enzymes and cofactor. In the present study, a comparison is presented among three different methods (co‐encapsulation into Ca–alginate beads, co‐absorption onto zirconium(IV) phosphate (ZrP) and covalent binding to dialdehydecellulose [DAC]) of co‐immobilization of the three dehydrogenases Fatedehydrogenase (DH), FaldDH, and alcohol dehydrogenase, used in equal amount and under the same experimental conditions, so to check at what extension the support and the immobilization method can influence the activity of the enzymatic pool. DAC is used for the first time to support the three DHs and results to be the best method of immobilization with respect to those used here, that also allows longer life on enzymes and repeated recycling of the supported enzymes, increasing the overall methanol production with respect to the free enzymes.