The methanol economy is an attractive approach to tackle the current concerns over the depletion of natural resources and the global warming intrinsically associated with the use of fossil fuels. This can be achieved by hydrogenation of carbon dioxide to produce methanol, a liquid fuel with potential use in civil transportation. In this study, we aim to pinpoint the intermediates that are involved in the catalytic CO2 conversion into methanol on pure zirconia (ZrO2), Cu and Cu/ZrO2 systems. To accomplish this, we make use of infrared (IR) spectroscopy measurements and quantum chemical simulations within the hybrid density functional theory (DFT) framework. At 250 degrees C and p similar to 30 bar, the main species formed on the partially hydroxylated ZrO2 is bidentate formate, whereas the co-production of bicarbonate is relevant upon cooling to T=25 degrees C. On pure Cu, the IR fingerprints of methanol and carbon dioxide indicate their presence in the gas phase and surface environment, albeit formate/formic acid and methoxy species are also detected at these experimental conditions. The production of methanol on Cu/ZrO2 is mostly dependent on the Cu catalyst, but the higher amount of the methoxy intermediate can be correlated with the consumption of formate adsorbed on ZrO2 or at the Cu/ZrO2 interface. On the Cu/ZrO2 mixture, the reaction mechanism is likely to involve formate as the main intermediate, instead of CO which would result from the reverse water-gas shift reaction. Ultimately, the higher activity shown by the Cu/ZrO2 mixture might be associated with the extra-production of methoxy/methanol catalyzed by ZrO2 in the presence of Cu.