In this work, compared with non-Cu2In nanoalloy counterpart Cu-In/ZrO2 catalysts, a Cu1In2Zr4-O catalyst with the structure of Cu2In alloy exhibited an excellent performance for CO2 hydrogenation to CH3OH. CO2 conversion (12.8%) and methanol selectivity (72.8%) were outstandingly higher, which indicated that the synergetic effect existed between Cu and In over the Cu1In2Zr4-O catalyst. The formation of Cu2In alloy caused high dispersion of the active species and high surface area of the Cu1In2Zr4-O catalyst, enhancing catalyst reduction performance. Strong adsorption of CO2 caused a good conversion property of the Cu1In2Zr4-O catalyst. The strong interaction between the In and Cu species formed a nanoalloy and decreased the catalyst reduction temperature, which led to the high catalytic performance for CO2 hydrogenation. The Cu2In alloy rather than metallic Cu was the key active site for the methanol formation.