The synergistic interaction among different components in complex catalysts is one of the crucial factors in determining catalytic performance. Here we report the interactions among the three components in controlling the catalytic performance of Cu-ZnO-ZrO (CZZ) catalyst for CO hydrogenation to methanol. The in situ diffuse reflectance infrared Fourier transform spectroscopy (DRIFTS) measurements under the activity test pressure (3 MPa) reveal that the CO hydrogenation to methanol on the CZZ catalysts follows the formate pathway. Density functional theory (DFT) calculations agree with the in situ DRIFTS measurements, showing that the ZnO-ZrO interfaces are the active sites for CO adsorption and conversion, while the presence of metallic Cu is also necessary to facilitate H dissociation and to provide hydrogen resource. The combined experiment and DFT results reveal that tuning the interaction between ZnO and ZrO can be considered as another important factor for designing high performance catalysts for methanol generation from CO.