CO₂ hydrogenation is a structure-sensitive reaction, producing a diverse range of products based on the structure of catalysts. In this study, we present a catalyst Mo-ZrO2 for CO2 hydrogenation and observed the products vary among CO, CH4, and CH3OH as Mo changes in its loading and local environment. Kinetic studies reveal that increasing Mo loading amplifies hydrogenation ability of the catalyst while simultaneously reducing CO2 adsorption on ZrO2. Specifically, Mo loadings under 10 wt% result in Mo integration into ZrO2 support, forming a Mo-O-Zr structure. Conversely, a higher Mo loading leads to the formation of Zr(MoO4)2 clusters on ZrO2 support. The Mo5⁺-Ov-Zr structure, formed in Mo-doped ZrO2 during reduction pretreatment, emerges as an active site for methanol synthesis. In contrast, metallic Mo formed from the reduction of Zr(MoO4)2 clusters loaded on ZrO2 is responsible for methane formation. The evolution of the surface structure from Mo-O-Zr structure to Zr(MoO4)2 clusters on ZrO2 as Mo loading changes, resulting in alterations in the number of active sites for methanol synthesis and methanation, consequently leading to variations in product distribution.