Metal–organic frameworks (MOFs) have drawn attention as potential catalysts owing to their unique tunable surface chemistry and accessibility. However, their application in thermal catalysis has been limited because of their instability under harsh temperatures and pressures, such as the hydrogenation of CO2 to methanol. Herein, we synthesized Cu nanoparticles encapsulated in a zeolitic imidazolate framework-8 (ZIF-8) using a controlled two-step method to obtain a Cu nanoparticle-containing Zn-based MOF catalyst that is highly active, selective, and remarkably stable for the CO2 hydrogenation to methanol reaction. Two different catalysts based on the Cu on ZIF-8 MOF were synthesized, thoroughly characterized experimentally, and studied theoretically. The catalyst prepared with the optimized pathway is active (2.2 gmethanol gmetal −1 h −1 ) and selective (>90%), and stable (for >200 h) at 523 K and 50 bar, displaying superior methanol space–time yields than the benchmark Cu–Zn–Al industrial catalyst for CO2 hydrogenation. Density functional theory-assisted calculations reveal that Cu–O–Zn sites were active for CO2 adsorption with an adsorption energy of −2.82 eV. The developed catalyst is an inexpensive, robust, and easy-to-synthesize on-scale active catalyst for selectively hydrogenating CO2 to methanol.