Abstract: To elucidate the mechanism of hydrogen spillover in CO₂ hydrogenation and to facilitate the design of high-performance hydrogenation catalysts, this review systematically examines the mechanisms and research progress of hydrogen spillover. Hydrogen spillover is a dynamic process consisting of H₂ adsorption and dissociation, H⁺ migration, and H⁺ re-adsorption and diffusion. Its efficiency is regulated by the multi-scale coupling of factors including the intrinsic properties of the metal, support characteristics, the metal-support interface structure, and reaction temperature, with the support properties being crucial in determining its efficiency and spatial extent. Research has developed a multi-dimensional characterization system, ranging from traditional indirect methods like hydrogen temperature-programmed reduction to advanced in-situ techniques such as high-pressure scanning tunneling microscopy, in-situ surface-enhanced Raman spectroscopy, and inelastic neutron scattering, and further to computational modeling like first-principles calculations. Although challenges remain, such as the gap between these methods and real reaction conditions, they provide a complete chain of evidence for hydrogen spillover studies. Hydrogen spillover plays a central role in CO₂ hydrogenation by enabling the migration of active hydrogen across interfaces, overcoming the kinetic barriers of H₂ activation on oxides. It precisely regulates reaction pathways and product selectivity through mechanisms such as functional decoupling and interface reconstruction. Furthermore, it helps maintain the stability of the catalyst's active structure in complex environments, inhibiting the sintering, oxidation, and carbon deposition of active components. Based on the hydrogen spillover effect, catalyst design primarily focuses on two strategies: interface construction and hydrogen bridge construction. The former aims to reduce the migration barrier of hydrogen atoms by creating interfaces such as metal-oxide, core-shell, and bimetallic alloys. The latter introduces materials like carbon, metal-organic frameworks, or constructs core-shell structures to overcome the distance limitation of hydrogen spillover, enabling long-range and efficient hydrogen transport. Current research still faces challenges such as the difficulty of observing dynamic processes at the atomic scale, quantitatively analyzing the process, and the dynamic instability of catalytic interfaces and spillover channels. Future directions require the precise dynamic design of catalysts, deep integration of advanced characterization and theoretical calculations, and artificial intelligence-assisted research and development. Through multi-scale and multi-technique synergy, the rational design and precise control of hydrogen spillover can be achieved, advancing CO₂ catalytic conversion technologies and facilitating the development of efficient, stable, and highly selective CO₂ hydrogenation catalysts.