This study explores a novel method of directly epoxidizing hexafluoropropene with molecular oxygen under gaseous conditions using a Cu/HZSM-5 catalytic system (Cu/HZ). An in-depth investigation was conducted on the catalytic performance of Cu-based catalysts on various supports and Cu/HZ catalysts prepared under different conditions. Cu/HZ catalysts exhibited better catalytic performance than other porous medium-supported Cu catalysts for the epoxidation of hexafluoropropene by molecular oxygen. The highest propylene oxide yield of 35.6% was achieved over the Cu/HZ catalyst prepared under conditions of 350 °C with a Cu loading of 1 wt%. By applying characterization techniques including XRD, BET, NH3-TPD, and XPS to different catalyst samples, the relationship between the interaction of Cu2+ and HZSM-5 and the reactivity of the catalyst was studied, thereby elucidating the influence of calcination temperature and loading on the reactivity. Finally, we further proposed the possible mechanism of how isolated Cu2+ and acid sites improve catalytic performance.