Single‐atom catalysts possess great potential for applications in electrochemical carbon dioxide reduction reactions. Recently, the fast and low‐cost preparation of highly efficient single‐atom catalysts remains a challenge. Herein, a high‐density current generated by pulsed discharge is employed for the formation of graphene aerogel anchored Cu single atom catalysts perfectly. The Cu atoms decomposed by Cu(NO3)2•xH2O are fixed on graphene under the local transient high temperature and intense electromagnetic field. The activity and selectivity of formic acid are correlated with the coordinatively unsaturated Cu─N1O1 moieties, reaching an optimal Faradaic efficiency (93.7%) at −0.9 V versus a reversible hydrogen electrode (RHE). In situ characterizations reveal that the asymmetric Cu─N/O structure in a pinched state displays better catalytic activity in CO2RR. Density functional theory results indicate that the Cu─N1O1 sites regulate the adsorption configuration of intermediates and lower the energy barrier for the hydrogenation of *OCHO species, thereby promoting CO2‐to‐HCOOH conversion.