Enzyme-catalyzed CO2 reduction to value-added commodities is important for alleviating the global environmental issues and energy crises due to high selectivity and mild conditions. Owing to high energy density, formic acid or methanol produced from CO2 using formate dehydrogenase (FDH) or multi-enzyme cascades are promising target chemicals for CO2 utilization. However, the low activity, poor stability and low reusability of key enzymes involved in such process hampered its large-scale application. Enzyme immobilization provides an effective solution to these problems and significant progress have been made in immobilization carriers. Moreover, integration of enzyme immobilization with other catalysis techniques have been explored extensively. This review summarized the recent advances in the immobilization of enzymes using membranes, inorganic materials, metal-organic frameworks, covalent organic frameworks and other carriers, and illustrated the characteristics and advantages of different immobilization materials and immobilization methods. The synergistic effects and applications of immobilized enzymes and electrocatalytic or photocatalytic coupling reaction systems for CO2 reduction were further summarized. Finally, the current challenges of enzyme immobilization technology and coupling reaction systems were pointed out and their development prospects were presented.