The excessive emission and continuous accumulation of CO2 have precipitated serious social and environmental issues. However, CO2 can also serve as an abundant, inexpensive, and non‐toxic renewable C1 carbon source for synthetic reactions. To achieve carbon neutrality and recycling, it is crucial to convert CO2 into value‐added products through chemical pathways. Multi‐carbon (C2+) products, compared to C1 products, offer a broader range of applications and higher economic returns. Despite this, converting CO2 into C2+ products is difficult due to its stability and the high energy required for C‐C coupling. Cascade catalytic reactions offer a solution by coordinating active components, promoting intermediate transfers, and facilitating further transformations. This method lowers energy consumption. Recent advancements in cascade catalytic systems have allowed for significant progress in synthesizing C2+ products from CO2. This review highlights the features and advantages of cascade catalysis strategies, explores the synergistic effects among active sites, and examines the mechanisms within these systems. It also outlines future prospects for CO2 cascade catalytic synthesis, offering a framework for efficient CO2 utilization and the development of next‐generation catalytic systems.