<p>Oxidized copper (Cu) species have shown significant promise for electrocatalytic CO₂ reduction reaction (CO₂RR), but they are hard to retain for long-term operation at negative potential. Herein, we developed a substrate-anchored thermal annealing strategy to synthesize a CuO/MgO catalyst for CO₂RR to CH₄ with a Faradaic efficiency (FE) of 82.3% and a current density as high as 568.2 mA cm⁻² at −1.0 V vs. reversible hydrogen electrode. This catalyst also demonstrates exceptional electrocatalytic durability and stability under industrially relevant conditions. In the membrane electrode assembly, the catalyst exhibited a CH₄ FE of ∼70% at a current density of 500 mA cm⁻², along with excellent stability, maintaining operation for 65 h at a cell voltage of ∼3.6 V. Detailed <i>in-situ</i> characterizations and theoretical calculations confirm that the strong electronic metal-support interactions between CuO clusters and MgO support not only stabilize the Cu²⁺ sites but also optimize the adsorption energies of the key intermediates to promote the CH₄ pathway. Our insights guide the design of efficient and durable electrocatalyst for CO₂ methanation.</p>