The interfacial properties of the composite oxides have a significant relationship with the catalytic performance of CO2 hydrogenation to methanol. Accordingly, the effects of various preparation methods including physical blending, impregnation, traditional co-precipitation and microfluidic continuous co-precipitation on the interfacial property and catalytic performance of Al2O3-CeO2 composite oxides were investigated. Although the impregnation effect can moderately tune the interface properties of Al2O3/CeO2, the insufficient oxygen vacancy defects resulted in inferior catalytic performance. The solid solution structure of co-precipitation sample enhanced the interfacial interaction of Al2O3/CeO2 and the binding energy of the electron, forming sufficient oxygen vacancy defects to activate CO2. The sample prepared by the microfluidic continuous co-precipitation has the excellent catalytic performance due to its smaller grain size, uniform composite structure and sufficient oxygen vacancy defects. Under the conditions of V(H2)∶V(CO2)∶V(N2)=72∶24∶4, reaction temperature 320 ℃, reaction pressure 3 MPa and space velocity 9 000 mL·g-1·h-1, the CO2 conversion, methanol selectivity and methanol space-time yield of the Al2O3-CeO2 composite oxide can reach 15.3%, 86.4%, and 0.076 g·mL-1·h-1, respectively.