CuO-ZnO-ZrO2 catalysts were synthetized by co-precipitation synthesis. Copper content in catalysts was kept constant (30 wt% of Cu °) and ZnO was gradually substituted by ZrO2 in the support to have a greater understanding of the support’s effect and to find the optimal ZnO/ZrO2 ratio. These catalysts were fully characterized and then tested in the methanol synthesis via CO2 hydrogenation. The effects of reaction temperature and GHSV on the catalytic behavior were investigated. The mix of the characterization results predicted the optimum support that is composed of 50 wt% of ZnO and 50 wt% of ZrO2 with higher metallic copper surface area and higher copper dispersion. Surprisingly the optimum catalytic results were obtained for the 30Cu-ZZ66/34 catalyst, whose support was composed of 66 wt% of ZnO and 34 wt% of ZrO2. This catalyst presented good CO2 conversion (19.6%) and methanol selectivity (50%), leading to a methanol productivity of 725 gMeOH kgCata−1  h−1 at 280 °C, 50 bar and a GHSV of 25,000 h−1 (STP). Finally, the determining factor for the best catalytic activity is not the Zn/Zr ratio. To have the optimal catalytic activity in CO2 hydrogenation to methanol other parameters should be considered as well. They are: the nature and the state of copper species over the composite support; the homogeneity of the final composite sample, the ZnO particles size, and the number of ZnO-ZrO2 interactions. The perfect combination of them all plays an important role in the determination of the best copper-based catalyst for the synthesis of methanol from CO2.