Electrochemical CO2 reduction under ambient conditions is a promising pathway for conversion of CO2 into value‐added products. In recent years, great achievements have been obtained in the understanding the mechanism and development of efficient and selective catalysts for electrochemical CO2 reduction. However, the electrochemical CO2 reduction is still far from practical applications. Based on the gap between current research and practical applications, the state‐of‐the‐art of the theoretical and experiment investigations on different electrocatalysts for the electrocatalysis of CO2 to CH4 is systematically and constructively reviewed. First of all, strategies for enhancing the catalytic activity and selectivity of electrochemical reduction of CO2 to CH4 are also examined in this review. The modulated strategies mainly involve the following aspects: i) tuning the applied potentials, ii) morphology engineering, iii) crystallographic facets engineering, iv) defect engineering, v) alloying. Furthermore, the influence of the electrolyte on the activity and selectivity for electrocatalysis of CO2 to CH4 is also reviewed. This review will build a systematic understanding in the electrochemical CO2 reduction to CH4 and may help to provide new insight for designing and optimizing the catalysts and/or electrolyte.