Flame made CuO–ZrO₂ catalysts for CO₂ hydrogenation to methanol were prepared such that only the Cu size was varied. Smaller CuO clusters in CuO–ZrO₂ showed a higher activity for methanol synthesis via CO₂ hydrogenation. Thus, the two-nozzle flame spray pyrolysis technique is a promising one-step preparation process for CO₂ hydrogenation catalysts.