Tuning the anionic site of catalyst supports can impact reaction pathways by creating active sites on the support or influencing metal‐support interactions when using supported metal nanoparticles. This study focuses on CO2 hydrogenation over supported Cu nanoparticles, revealing a 3‐fold increase in methanol yield when replacing oxygen anions with hydrides in the perovskite support (Cu/BaTiO2.8H0.2 yields ~146 mg/h/gCu vs. Cu/BaTiO3 yields ~50 mg/h/gCu). The contrast suggests that significant roles are played by the support hydrides in the reaction. Temperature programmed reaction and isotopic labelling studies indicate that BaTiO2.8H0.2 surface hydride species follow a Mars van Krevelen mechanism in CO2 hydrogenation, promoting methanol production. High‐pressure steady‐state isotopic transient kinetic analysis (SSITKA) studies suggest that Cu/BaTiO2.8H0.2 possesses both a higher density and more active and selective sites for methanol production compared to Cu/BaTiO3. An operando high‐pressure diffuse reflectance infrared spectroscopy (DRIFTS)‐SSITKA study shows that formate species are the major surface intermediates over both catalysts, and the subsequent hydrogenation steps of formate are likely rate‐limiting. However, the catalytic reactivity of Cu/BaTiO2.8H0.2 towards the formate species is much higher than Cu/BaTiO3, likely due to the altered electronic structure of interface Cu sites by the hydrides in the support as validated by density functional theory (DFT) calculations.