Interest in energy storage technologies is still increasing in times of excess of electricity generated by wind farms or solar plants. A key part of the energy storage technologies plays the efficient conversion of H2 and CO2 from renewable resources. Here, the process conditions for continuous catalytic hydrogenation of CO2 to CH3OH under supercritical conditions over lab‐synthesized Cu/ZnO/Al2O3 catalysts were investigated. A possible in situ phase separation of reaction products within the reactor due to the higher densities of the reaction mixture by the higher pressure could affect the kinetics and simplify downstream processing. The combination of thermodynamic studies and catalytic performance tests for CO2 hydrogenation under supercritical conditions is discussed and a process concept is presented.