CO₂ hydrogenation is one of the reactions to realize effective utilization of CO₂, while Cu-Zn based catalyst is widely adopted for CO₂ hydrogenation to value-added chemicals like methanol. However, this process is less efficient since the poor performance of catalyst due to its poor dispersion or sintering issue. In this study, three kinds of SiO₂ supports (SBA-15, MCM-41 and Nano-SiO₂) with different porous structure were conducted to load same amount of 5.0 wt% Cu-ZnO active component (the molar ratio of Cu/Zn is 2.0), which were further applied for CO₂ hydrogenation. All catalysts were characterized chemically, morphologically and structurally by different techniques such as XRD, BET, TEM, H₂-TPR and CO₂-TPD. The results showed that the structure of three catalysts was basically preserved and the surface aera kept stable after loading active component, while the active component had the best dispersion when SBA-15 was used as the support and space-time yield of methanol is about 705.6 g_MeOH•kg_Cu⁻¹•h⁻¹,which is higher than that of Nano-SiO₂-5% (532.9 g_MeOH•kg_Cu⁻¹•h⁻¹) and MCM-41–5% (213.2 g_MeOH•kg_Cu⁻¹•h⁻¹). Due to the confined effect of mesoporous channel structure provided by SBA-15 support, the Cu-Zn interaction could be significantly enhanced with increasement of medium and strong alkaline sites, further improving CO₂ activation ability. This work provides a useful strategy to improve the catalytic efficiency of classical Cu-Zn catalyst for the CO₂ hydrogenation process.