Direct CO2 hydrogenation to methanol provides a means of CO2 fixation and a way of hydrogen storage in a more energy-dense and transportable form. Pd-ZnO catalysts can be active for this reaction, but their activities are strongly associated with the preparation methods which influence the dispersion and stability of Pd nanoparticle. Here we report a novel fabrication of highly effective PdZn alloy catalysts derived from Pd@zeolitic imidazolate framework (ZIF-8) for the hydrogenation of CO2. The confinement of subnanometric Pd particles in the pore framework of ZIF-8 facilitates the formation of Pd-ZnO interfaces with strong-metal-support-interaction (SMSI) after a simple pyrolysis under air condition. The porous texture and high surface area of ZnO ensures a high dispersion of Pd nanoparticles. Different pyrolysis temperatures were studied in catalysis and the highest methanol yield reached 0.65 g g(cat)(-1) h(-1) at 270 degrees C, 4.5 MPa, with a TOF of 972 h(-1), over a PdZn catalyst prepared at 400 degrees C. Such excellent activity has ranked the top reported values over advanced Pd-based catalysts under comparable conditions. The crucial factors for such high methanol yield are the formation of small-sized PdZn alloy particles after H-2 reduction and abundant surface oxygen defects on ZnO. The SMSI between PdZn and ZnO also ensures a long term stability of our PdZn catalysts. At last, we propose the active site that was strongly associated with methanol formation is a PdZn alloy rather than metallic Pd.