A series of CuO-ZnO–ZrO2 (CZZ) catalysts were synthesized via a solvothermal method. The effects of four saturated monohydric alcohols (methanol, ethanol, n-propanol, and n-butanol) as solvents on the physicochemical properties and catalytic performance for the direct synthesis of methanol from CO2 hydrogenation of the prepared catalysts were investigated. N2 physical adsorption, X-ray diffraction (XRD), scanning electron microscope (SEM) and energy dispersive X-ray (EDX) spectroscopy mapping, reactive N2O adsorption, X-ray photoelectron spectroscopy (XPS), temperature-programmed reduction by H2 (H2-TPR), and temperature programmed desorption (H2-TPD, CO2-TPD) techniques were used to characterize the catalysts. The results indicate that the catalyst prepared with methanol as solvent (CZZ-M) has the smallest Cu crystallites and the largest metallic Cu surface area, thus exhibiting the highest methanol yield of 7.4% at 240 °C, 3.0 MPa, H2:CO2 of 3 (v/v), and GHSV of 2400 mL/(gcat·h).