Differently morphological CeO2-supported Cu-Ni catalysts utilized for carbon dioxide hydrogenation to methanol were prepared by the method of impregnation. The 100- to 300-nm CeO2 nanorod-supported catalyst dominantly exposed low-energy (100) and (110) facets, and the Cu-Ni supported on 10- to 20-nm CeO2 nanospheres and on irregular CeO2 nanoparticles were both enclosed by (111) facets owning high energy. Besides, all CeO2-supported Cu-Ni catalysts possess oxygen vacancies, which can active and absorb CO2 and is further beneficial for the reaction. Most oxygen vacancies were generated from the Ce4+ reduction to Ce3+ with the ceria lattice cell expansion, and small amount of oxygen vacancies resulted from the Ce4+ replacement by Cu or/and Ni atom. Because of the exposed (100) and (110) facets and numerous oxygen vacancies, well-defined CeO2 nanorod-supported Cu-Ni alloy showed more superior catalytic performance than on CeO2 nanospheres and nanoparticles.