The electrochemical conversion of carbon dioxide (CO₂) has been attracting increasingly research interest in the past decade, with the ultimate goal of utilizing electricity from renewable energy to realize carbon neutrality, as well as economic and energy benefits. Nonetheless, the capture and concentrating of CO₂ cost a substantial portion of energy, while almost all the reported researches showed CO₂ electroreduction under high concentrations of (typically pure) CO₂ reactants, and only very few recent studies have investigated the capability of applying low CO₂ concentrations (such as ~10% in flue gases). In this work, we first demonstrated the electroreduction of 0.03% CO₂ (in helium) in a homemade gas-phase electrochemical electrolyzer, using a low-cost copper (Cu) or nanoscale copper (nano-Cu) catalyst. Mixed with steam, the gas-phase CO₂ was directly delivered onto the gas-solid interface with the Cu catalyst and reduced to CO, without the need/constraint of being adsorbed by aqueous solution or alkaline electrolytes. By tuning the catalyst and experimental parameters, the conversion efficiency of CO₂ reached as high as ~95%. Furthermore, we demonstrated the direct electroreduction of 0.04% CO₂ from real air sample with an optimized conversion efficiency of ~79%, suggesting a promising perspective of the electroreduction approach toward direct CO₂ conversion.