Molecular catalysts stabilized on a support material, also called heterogeneous molecular catalysts, exhibit excellent performance in carbon dioxide reduction reaction (CO2RR). Different support in these electrocatalysts can have a substantial influence on the activity, making support control one tool to enhance the CO2RR performance. However, a systematic understanding of the support effects is lacking. Taking cobalt phthalocyanine (CoPc) immobilized onto different carbon materials as examples, we demonstrate that the surface area, pore structure and the morphology of the as‐prepared heterogeneous molecular catalysts can influence the CO2 transfer and adsorption, and then change the CO2RR activity. In contrast to the other four materials, CoPc/mesoporous carbon (MC) can efficiently convert carbon dioxide to carbon monoxide at minimal overpotential (−0.8 V vs. RHE) due to its special nanostructure and pore distribution. The results of this study suggest that the performance of electrocatalytic reduction of carbon dioxide can be improved by changing different substrates.