We report an oxygen vacancy (Vo)‐rich metallic MoO2−x nano‐sea‐urchin with partially occupied band, which exhibits super CO2 (even directly from the air) photoreduction performance under UV, visible and near‐infrared (NIR) light illumination. The Vo‐rich MoO2−x nano‐sea‐urchin displays a CH4 evolution rate of 12.2 and 5.8 μmol gcatalyst−1 h−1 under full spectrum and NIR light illumination in concentrated CO2, which is ca. 7‐ and 10‐fold higher than the Vo‐poor MoO2−x, respectively. More interestingly, the as‐developed Vo‐rich MoO2−x nano‐sea‐urchin can even reduce CO2 directly from the air with a CO evolution rate of 6.5 μmol gcatalyst−1 h−1 under NIR light illumination. Experiments together with theoretical calculations demonstrate that the oxygen vacancy in MoO2−x can facilitate CO2 adsorption/activation to generate *COOH as well as the subsequent protonation of *CO towards the formation of CH4 because of the formation of a highly stable Mo−C−O−Mo intermediate.