CO direct esterification to dimethyl oxalate (DMO) has important industrial application value. Pd-based heterogeneous catalysts have been often utilized for this reaction. However, the effects of defect structures causing by the different morphologies of the support on the catalytic performance has not been investigated sufficiently. In this work, three different morphologies of CeO2 support (denoted as rod, cube, and octahedron) loading Pd were synthesized, and further investigated their catalytic activities for CO direct esterification to DMO. The Pd/CeO2-rod catalyst exhibited the best CO conversion compared with Pd/CeO2-cube and Pd/CeO2-octa. The results of Raman and XPS show that CeO2-rod has the highest oxygen vacancy concentration than those of CeO2-cube and CeO2-octa. In addition, it was found that partial interfacial electrons transfer from Pd to CeO2 support at the interface from the result of XPS. More intriguingly, the result of in situ DRIRS of CO exhibits that the partial interfacial electrons transfer from CeO2 to Pd, resulting from oxygen vacancies serve as a charge compensator to promote partial electrons transfer. The enriched electron of Pd would promote the adsorption and activation of CO, thus enhancing the catalytic activity. This work will provide a general understanding of the support effect to catalytic performance, which induced by the oxygen vacancies.Graphical Abstract: