Supported metal catalysts have shown to be efficient for CO2 conversion due to their multifunctionality and high stability. Herein, we have combined density functional theory calculations with microkinetic modeling to investigate the catalytic reaction mechanisms of CO2 hydrogenation to CH3OH over a recently reported catalyst of Cd4/TiO2. Calculations reveal that the metal‐oxide interface is the active center for CO2 hydrogenation and methanol formation via the formate pathway dominates over the reverse water‐gas shift (RWGS) pathway. Microkinetic modeling demonstrated that formate species on the surface of Cd4/TiO2 is the relevant intermediate for the production of CH3OH, and CH2O# formation is the rate‐determining step. These findings demonstrate the crucial role of the Cd‐TiO2 interface for controlling the CO2 reduction reactivity and CH3OH selectivity.