The metal-support interaction in a Cu/ZnO catalyst is investigated using in situ electron energy loss spectroscopy (EELS) with a resolution better than 1.3 eV. We focus on the energy loss near edge structure (ELNES) at the Cu L-3 ionization edge. The intensity of the ELNES changes, reflecting modifications in the electronic structure of Cu, for the catalyst treated in gas environments of different reduction potential. The ELNES intensity data are compared with results for bulk reference spectra and spectra calculated using FEFF8.0. On this basis, the changes in the ELNES are interpreted as a tensile strain in the Cu nanoclusters induced by the ZnO support and a Cu-Zn alloy formation induced to a degree depending on the severity of the reduction treatment of the catalyst. For Cu/SiO2 catalysts, both the support and the reduction potential of the gas have only negligible influence on the structure and the ELNES of the Cu nanocrystals.