Controlling the concentrations of H2O and CO2 at the reaction interface is crucial for achieving efficient electrochemical CO2 reduction. However, precise control of these variables during catalysis remains challenging, and the underlying mechanisms are not fully understood. Herein, guided by a multi-physics model, we demonstrate that tuning the local H2O/CO2 concentrations is achievable by thin polymer coatings on the catalyst surface. Beyond the often-explored hydrophobicity, polymer properties of gas permeability and water-uptake ability are even more critical for this purpose. With these insights, we achieve CO2 reduction on copper with Faradaic efficiency exceeding 87% towards multi-carbon products at a high current density of −2 A cm−2. Encouraging cathodic energy efficiency (>50%) is also observed at this high current density due to the substantially reduced cathodic potential. Additionally, we demonstrate stable CO2 reduction for over 150 h at practically relevant current densities owning to the robust reaction interface. Moreover, this strategy has been extended to membrane electrode assemblies and other catalysts for CO2 reduction. Our findings underscore the significance of fine-tuning the local H2O/CO2 balance for future CO2 reduction applications.