AbstractThe preparation of formic acid by direct reduction of carbon dioxide is an important basis for the future chemical industry and is of great significance. Due to the serious shortage of highly active and selective electrocatalysts leading to the development of direct reduction of carbon dioxide is limited. Herein the target catalysts with high CO₂RR activity and selectivity were identified by integrating DFT calculations and high‐throughput screening and by using graphdiyne (GDY) supported metal oxides quantum dots (QDs) as the ideal model. It is theoretically predicted that GDY supported indium oxide QDs (i.e., InO_x/GDY) is a new heterostructure electrocatalyst candidate with optimal CO₂RR performance. The interfacial electronic strong interactions effectively regulate the surface charge distribution of QDs and affect the adsorption/desorption behavior of HCOO* intermediate during CO₂RR to achieve highly efficient CO₂ conversion. Based on the predicted composition and structure, we synthesized the advanced catalytic system, and demonstrates superior CO₂‐to‐HCOOH conversion performance. The study presents an effective strategy for rational design of highly efficient heterostructure electrocatalysts to promote green chemical production.