In this work, we propose two bifunctional nanocomposite catalysts based on acidic mesostructured γ-Al2O3 and a Cu/ZnO/ZrO2 redox phase. γ-Al2O3 was synthesized by an Evaporation-Induced Self-Assembly (EISA) method using two different templating agents (block copolymers Pluronic P123 and F127) and subsequently functionalized with the redox phase using an impregnation method modified with a self-combustion reaction. These nanocomposite catalysts and their corresponding mesostructured supports were characterized in terms of structural, textural, and morphological features as well as their acidic properties. The bifunctional catalysts were tested for the CO2-to-DME process, and their performances were compared with a physical mixture consisting of the most promising support as a dehydration catalyst together with the most common Cu-based commercial redox catalyst (CZA). The results highlight that the most appropriate Pluronic for the synthesis of γ-Al2O3 is P123; the use of this templating agent allows us to obtain a mesostructure with a smaller pore size and a higher number of acid sites. Furthermore, the corresponding composite catalyst shows a better dispersion of the redox phase and, consequently, a higher CO2 conversion. However, the incorporation of the redox phase into the porous structure of the acidic support (chemical mixing), favoring an intimate contact between the two phases, has detrimental effects on the dehydration performances due to the coverage of the acid sites with the redox nanophase. On the other hand, the strategy involving the physical mixing of the two phases, distinctly preserving the two catalytic functions, assures better performances.