CO2 conversion into valuable chemicals and fuels, such as methanol, is one of the most practical routes for utilizing emitted CO2 and mitigating global warming. Herein, a 3D Cu‐decorated ZnO nanorod array based structured catalysts for efficient thermochemical CO2 hydrogenation to methanol at relatively low pressures (<10 atm) is successfully fabricated and demonstrated. This new type of nanorod array integrated structured catalysts has yielded a methanol formation rate of 1.9 mol h−1 kg−1 with a methanol selectivity of 56%, rivaling the state‐of‐the‐art powder‐form catalysts. The well‐dispersed copper species on the array structure as well as the array‐structure‐enhanced interfacial effect are key factors that improve the activity of the nanorod array catalysts in CO2 hydrogenation. The Cu‐ZnO nanorod array interface also suppresses reverse water‐gas shift reaction, reducing the selectivity to CO. Further improvement of the performance of the nanorod array based catalysts is demonstrated by tuning the ZnO nanorod array length. The developed nanorod array integrated monolithic catalysts also exhibit good stability during a long‐time continuous operation, demonstrating the potential and the feasibility of their practical implementation in industrial situation.