A series of bifunctional catalysts CuO–ZnO–Al2O3/SiO2–Al2O3 (CZA/SA) with different SA/CZA ratios were prepared by dry gel assisting crystallization method. The catalytic performance of bifunctional catalysts for one-step synthesis of methanol (MeOH) and dimethyl ether (DME) from CO2 hydrogenation was investigated. The results showed that compared with Cu/ZnO/Al2O3, CZA/SA catalyst significantly improved the selectivity of DME and MeOH and reduced the CO selectivity with moderate CO2 conversion. The catalyst structure was characterized by X-ray photoelectron spectroscopy (XPS) and temperature-programmed reduction (H2-TPR), which further confirmed that the active site of methanol generation was the Cu–ZnO interface with a strong interaction rather than solo Cu or ZnO crystallite, which could enhance the hydrogenation function and inhibit reverse water gas shift reaction. Compared with the physical mixing method, the dry gel assisting crystallization method could flexibly adjusted the acid strength and the amounts of acid sites, which was benefit for enhancing dehydration function to improve the selectivity of DME.