The electrochemical CO2 reduction reaction (CO2RR) occurs at the nanoscale interface of the electrode‐electrolyte. Therefore, tailoring the interfacial properties in the interface microenvironment provides a powerful strategy to optimise the activity and selectivity of electrocatalysts towards the desired products. Here, the microenvironment at the electrode‐electrolyte interface of the flow‐through Ag‐based hollow fibre gas diffusion electrode (Ag HFGDE) is modulated by introducing surfactant cetyltrimethylammonium bromide (CTAB) as the electrolyte additive. The porous hollow fibre configuration and gas penetration mode facilitate the CO2 mass transfer and the formation of the triple‐phase interface. Through the ordered arrangement of hydrophobic long‐alkyl chains, CTAB molecules at the electrode/electrolyte interface promoted CO2 penetration to active sites and repelled water to reduce the activity of competitive hydrogen evolution reaction (HER). By applying CTAB‐containing catholyte, Ag HFGDE achieved a high CO Faradaic efficiency (FE) of over 95 % in a wide potential range and double the partial current density of CO. The enhancement of CO selectivity and suppression of hydrogen was attributed to the improvement of charge transfer and the CO2/H2O ratio enhancement. These findings highlight the importance of adjusting the local microenvironment to enhance the reaction kinetics and product selectivity in the electrochemical CO2 reduction reaction CO2RR.