Palladium/zinc catalysts supported on carbon nanofibers (CNFs) have been used to study the catalytic performance in the hydrogenation of CO2 to obtain methanol at atmospheric pressure. The carbon nanofiber support has an influence, on the nature of the PdZn alloy formed. The effect of the Pd/Zn molar ratio on the PdZn alloy particle size was analyzed. Lower Pd/Zn molar ratio leads to higher PdZn alloy particle size, which was associated with higher selectivity toward methanol. The influence of the type of nanofiber (platelet or fishbone) on the catalytic behavior was also studied and compared with that of a conventional Pd/ZnO catalyst. The palladium/zinc catalyst supported on platelet nanofiber was considered to be a good candidate for the hydrogenation of carbon dioxide to methanol.