Promoting the activity of biological enzymes under in vitro environment is a promising technique for bioelectrocatalytic reactions, such as the conversion of carbon dioxide (CO2) into valuable chemicals, which is a promising strategy to address the environmental issue of CO2 in the atmosphere; however, this technique remains challenging. Herein, a nanocage structure for enzyme confinement is synthesized to enable the in situ encapsulation of formate dehydrogenase (FDH) in a porous metal–organic framework, which acts as a coenzyme and boosts the hybrid synergistic catalysis using enzymes. This study reveals that the synthesized FDH@ZIF‐8 nanocage‐structured hybrid (CSH) catalyst exhibits an improved catalytic ability of the enzymes and increases the hydrophobicity of the electrode and its affinity to CO2. Thus, CSH can trap CO2 and control its microenvironments. The CSH catalyst boosts the conversion rate of CO2 to formic acid (HCOOH) to 28 times higher than that when using pure FDH. The in situ attenuated total reflectance surface‐enhanced infrared absorption spectroscopy (ATR‐SEIRAS) spectra indicates that OCHO* is the key intermediate. Density functional theory (DFT) calculations show that CSH has extremely low overpotential and is particularly effective for producing formate. This protection architecture for enzymes considerably promotes their biological application under in vitro environments.