Oxide-zeolite bi-functional catalyst has shown promising potential in syngas aromatization. As hydrogenation phase in bi-functional catalyst, the preparation method of metal oxide will influence bi-functional catalyst properties. Herein, a series of nano-ZrO2 is successfully synthesized by using UiO-66 pyrolysis, hydrothermal, water/oil interface and sol-gel method. After thoroughly characterized through X-ray diffraction, transmission electron microscopy, N2 adsorption, pyridine-adsorbed infrared spectroscopy, temperature programmed desorption of NH3/CO/H2, X-ray photoelectron spectroscopy, electron paramagnetic resonance and temperature programmed reduction of H2. We find ZrO2 preparation method directly influences its surface oxygen vacancy content, inducing the variation of acid amount and acid distribution over ZrO2 surface. Combine the result of density functional theory calculation with catalyst evaluation, the oxygen vacancy determines ZrO2 catalytic properties. As the catalytic site, oxygen vacancy is responsible for CO activation, and beneficial for the intermediates CH3OH formation. In this case, using hydro-ZrO2 as hydrogenation phase, adjusting the zeolite acidity and the ratio between metal oxide and zeolite, the derived bi-functional catalyst shows 21.59% CO conversion under 1200 ml/(gcat·h), the aromatic selectivity reaches 95.13% in C5+. Furthermore, the catalyst shows excellent stability during a 120 h stability test.