Pd/ZnO catalysts with ca. 2 wt.% Pd loading employing ZnO nanocrystals with various morphologies as supports, including ZnO nanoplates (p−ZnO) predominantly exposing polar {002} facets, ZnO nanorods (r−ZnO) predominantly exposing nonpolar {100} and {101} facets, and commercial ZnO (c−ZnO) exposing random facets, have been prepared as catalysts for the catalytic reaction of CO2 hydrogenation into formic acid (FA) without the addition of base under mild conditions. A remarkable morphology‐dependence of zinc oxide in the Pd/ZnO catalysts was observed. Catalytic activities of various Pd/ZnO catalysts in CO2 hydrogenation into FA follow an order of Pd/r−ZnO>Pd/p−ZnO>Pd/c−ZnO, and all the catalysts are stable. Kinetic study, CO2‐TPD analysis, and in situ DRIFTS spectra provide evidence that all the Pd/ZnO catalysts follow a similar catalytic mechanism that CO2 activation is the rate‐determining step. Consequently, r−ZnO, possessing a higher density of weak basic sites than p−ZnO and c−ZnO, can act as a superb support to prepare Pd/r−ZnO catalyst, which is more active than Pd/p−ZnO and Pd/c−ZnO catalysts for the production of FA. These findings nicely demonstrate the crystal‐plane engineering of the metal oxide support in tuning the catalytic performance of Pd‐based catalysts for CO2 hydrogenation into FA.