The interface between metal and support has a very significant influence on the activity and selectivity of the CO₂ hydrogenation to methanol, but there is still lack of investigation in understanding its role in the reaction process. In the current work, the synthesis of methanol through CO₂ hydrogenation on a model Pd/TiO₂ catalyst was studied based on the periodic density functional theory calculation, and the reaction mechanism and active sites were revealed after examining the possible routes. The charge density difference and Millikan charge analysis demonstrate that CO₂ adsorbed at the interfacial site is activated due to obtaining charge from the catalyst, and it is transformed into chemisorbed CO₂^δ−. It is found that interface is the active site for the subsequent hydrogenation process of CO₂ while metal Pd provides an active site to the dissociation of H₂. Moreover, there is a metal-support interaction, where the formed H at the Pd particles reacts with the CO₂ and intermediates adsorbed at interface by the spillover, and the methanol is produced on the support surface. In addition, the RWGS + CO-Hydro route is determined to be the dominant pathway for methanol synthesis, and CO hydrogenation to HCO is the rate-determining step.