This work is dedicated to the study of the effect of the synthesis conditions (drying and calcination) of sulfated zirconia on the final catalytic behavior of bifunctional composite catalysts prepared by the physical mixing of the sulfated zirconia (methanol dehydration catalyst) with Cu/ZnO/Al2O3 (CZA; methanol synthesis catalyst). The main objective was to optimize the CZA-ZrO2/SO42− composite catalyst for its use in the direct production of dimethyl ether (DME) from syngas. Sulfated zirconia aerogel (AZS) and xerogel (XZS) were prepared using the sol–gel method using different solvent evacuation conditions and calcination temperatures, while the Cu-ZnO(Al) catalyst was synthesized using the coprecipitation procedure. The effectivity of CZA-ZrO2/SO42− composite catalysts for the direct production of dimethyl ether (DME) from syngas was evaluated in a flow reactor at 250 °C and 30 bar total pressure. The characterization of the sulfated zirconia aerogels and xerogels using different techniques showed that the mesoporous aerogel (AZS0.5300) exhibited the best textural and acidic properties due to the gel drying under supercritical conditions and calcination at 300 °C. As a result, the composite catalyst CZA-AZS0.5300 exhibited seven times higher DME production than its xerogel-containing counterpart (364 vs. 52 μmolDME·min−1·gcat−1). This was attributed to its well-matched metal surface, mesoporous structure, optimal crystallite size and, most importantly, its higher acidity.