Dimethyl ether (DME) is an industrially important intermediate and clean alternative fuel. Thus, developing an efficient bifunctional catalyst for syngas‐to‐DME is practically important but remains a challenge. In this paper, a copper−zinc implanting into matrix of mesoporous alumina (CuZn@m−Al2O3) catalyst was prepared by introducing the as‐prepared Cu−Zn oxalate nanoparticles into the Al(i‐OPr)3‐containing precursor solution for preparing mesoporous Al2O3 (m‐Al2O3) through evaporation‐inducing assembly method. The preparation of Cu−Zn oxalate in advance for synthesizing CuZn@m−Al2O3 can intensify the Cu−ZnO interaction, confirmed by XRD and H2‐TPR. Thanks to the unique CuZn‐implanting closed structure, CuZn@m−Al2O3 shows 89.0 % of higher selectivity with comparable CO conversion (15.5 %) than the previously reported supported‐type CuZn catalyst on m‐Al2O3 (CuZn/m−Al2O3, 75.2 %) for hydrogenation of syngas to DME. Over the developed CuZn@m−Al2O3 catalyst, 0.16 mmol g−1 cat h−1 of high DME rate can be achieved. CuZn@m−Al2O3 also shows higher methanation resistance (2.7 % CH4) compared to CuZn/m−Al2O3 (6.3 %), ascribed to intensified Cu−Zn interaction owing to the as‐formation of Cu−Zn oxalate in advance. Moreover, Both CuZn@m−Al2O3 and CuZn/m−Al2O3 exhibit high stability. The outstanding catalytic performance of CuZn@m−Al2O3 allows it to be a promising catalyst for DME synthesis from syngas.