Solid oxide electrolysis cell (SOEC) has great application prospects in the fields of renewable energy storage, CO2 capture and utilization. One of the key factors hindering the development of SOEC is the lack of suitable cathode materials. In this study, we designed and developed a kind of new micro-nano heterostructure materials Co@Sr1.95Fe1.4Co0.1Mo0.4Ti0.1O6-δ (Co@SFCMT), Co nanoparticles uniformly distributed on the SFCMT matrix and provided rich electric catalytic active sites, SFCMT showed excellent oxygen ion transport performance. The synergistic effect of Co nanoparticles and Sr1.95Fe1.4Co0.1Mo0.4Ti0.1O6-δ (SFCMT) increased the rate of CO2 reduction reaction (CO2RR). At 1.8 V and 800 °C, the maximum electrolytic current density of the cell with Co@SFCMT as the cathode reached 2.57 A cm−2. In addition, Co@SFCMT showed good stability at 1.5 V and 750 °C, with no performance decay even after 200 h of continuous operation. The micro-nano heterostructure design strategy of perovskite oxides will not only open new avenues for designing SOEC electrodes, but also be expected to promote the development of other energy storage and conversion systems.