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Ceria-based catalysts exhibit great activity in catalyzing selective hydrogenation of CO₂ to methanol. However, the underlying mechanism of this reaction, especially the generation of active H species, remains unclear. In this work, we performed extensive density functional theory calculations corrected by on-site Coulomb interaction (DFT + U) to investigate the H₂ dissociation and the reaction between the active H species and CO₂ on the pristine and Cu-doped CeO₂(111) (denoted as Cu/CeO₂(111)) surfaces. Our calculations evidenced that the heterolytic H₂ dissociation for hydride generation can more readily occur on the Cu/CeO₂(111) surface than on the pristine CeO₂(111) surface. We also found that the Cu dopant can facilitate the formation of surface oxygen vacancies, further promoting the generation of hydride species. Moreover, the adsorption of CO₂ and the hydrogenation of CO₂ to HCOO* can be greatly promoted on the Cu/CeO₂(111) surface with hydride species, which can lead to the high activity and selectivity toward CO₂ hydrogenation to methanol.