In this work, we present an insight into the mechanism of electrochemical hydrogenation of furfural on carbon supported palladium nanoparticles. By directly coupling electrochemistry with mass spectrometry, we were able to, for the first time, deconvolute the hydrogen evolution reaction and electrochemical hydrogenation by measuring the mass signal for hydrogen and 2‐methylfuran. This approach also allowed us to extract the Tafel slopes for each reaction and get insights into mechanisms. The results indicate that the hydrogenation occurs by a Langmuir‐Hinshelwood type process rather than by proton‐coupled electron transfer. Further findings recognize the blocking character of furfuryl alcohol where the latter or one of its intermediates blocks the electrochemical hydrogenation. Additionally, furfuryl alcohol is shown to be a precursor for 2‐methylfuran formation. Accordingly, specific guidelines towards improvement of reaction performance are suggested.