How to efficiently activate and convert CO2 through hydrogenation to value-added chemicals is a major challenge. This work investigates the role of oxygen vacancy (Ov) in the Cu/TiO2 catalysts, which are promising for this reaction. The TiO2-x support was pre-reduced in high-pressure H2 gas at different temperatures to generate Ov with different concentrations. Cu/TiO2-x-500 with TiO2 pre-reduced at 500 °C showed much higher CO2 conversion and CH3OH selectivity than the other Cu/TiO2 catalysts. The Ov in the reduced TiO2 induced a strong metal interaction (SMSI) between Cu and TiO2 at relatively low temperatures. Although the SMSI caused partial covering of the Cu nanoparticles by TiO2-x, the Ov in the newly formed interface could facilitate the activation of the CO2 molecules and promote the formation of the proper reaction intermediates for methanol formation. Various characterizations, including DFT calculations, revealed the detailed structural evolution of CO2 to methanol on the Cu/TiO2 catalyst, and it follows the Formate pathway.