Renewable energy‐driven conversion of CO2 to value‐added fuels and chemicals via electrochemical CO2 reduction reaction (CO2RR) technology is regarded as a promising strategy with substantial environmental and economic benefits to achieve carbon neutrality. Because of its sluggish kinetics and complex reaction paths, developing robust catalytic materials with exceptional selectivity to the targeted products is one of the core issues, especially for extensively concerned Cu‐based materials. Manipulating Cu species by anionic coordination is identified as an effective way to improve electrocatalytic performance, in terms of modulating active sites and regulating structural reconstruction. This review elaborates on recent discoveries and progress of Cu‐based CO2RR catalytic materials enhanced by anionic coordination control, regarding reaction paths, functional mechanisms, and roles of different non‐metallic anions in catalysis. Finally, the review concludes with some personal insights and provides challenges and perspectives on the utilization of this strategy to build desirable electrocatalysts.