We report one-step non-oxidative coupling of methane (CH4) to ethylene (C2H4) at atmospheric pressure and mild temperature (ca. 180–190 °C), by a combination of non-thermal plasma and a CuOx/CeO2 catalyst. The C2H4 selectivity gradually increases during an induction period. The corresponding spent catalysts at different stages were systematically characterized to disclose the evolution of the CuOx/CeO2 catalyst. During the induction period, the CuO/CeO2 catalyst was partially reduced to generate Cu+, Ce3+ and Ov species, which accompany the formation of Cu+-Ov-Ce3+ sites, as proven by XRD, HRTEM, XPS, Raman, EPR and H2-TPR. In addition, the C2H4 selectivity is proportional to the fraction of Cu+, Ce3+, Ov and Cu-O-Ce species, which indicates that Cu+-Ov-Ce3+ is the active site for non-oxidative coupling of CH4 to C2H4. Furthermore, in-situ FTIR results indicate that the Cu+-Ov-Ce3+ interface sites can promote dehydrogenation of CH3* (from CH4 plasma) to produce CH2* on the catalyst surface, which is the basic reason why CuOx/CeO2 acts as a catalyst in speeding up the non-oxidative coupling of CH4 for C2H4 production.