Promoting the activity of catalyst, achieving high CO 2 conversion and increasing light olefins yield are important in CO 2 hydrogenation to olefin. Herein, SiO 2 was doped in CuO‐ZnO‐ZrO 2 to form multi‐oxides of CuO‐ZnO‐ZrO 2‐SiO 2 by co‐precipitation method, and the multi‐oxides was mixed with SAPO‐34 molecular sieves mechanically to form a composite catalyst of CuO‐ZnO‐ZrO 2‐SiO 2/SAPO‐34. Compared with CuO‐ZnO‐ZrO 2, doping of SiO 2 increases the dispersion and thermal stability of metal oxides, provides more sites for CO 2 activated, and delays the aggregation of metal particles at higher temperature. Doped SiO 2 can also adsorb the water from hydrogenation process to improve the olefins yield and hinder the formation of CO from reverse water gas shift. Thus, under the condition of reaction temperature at 420 °C, pressure of 3.0 MPa, space velocity of 1800 mL g cat −1 h −1, CO 2/H 2 (molar ratio) of 1 : 3 and the mass ratio of CuO‐ZnO‐ZrO 2‐SiO 2 (containing 8 % SiO 2) to SAPO‐34 of 1 : 1, the direct CO 2 hydrogenation to light olefins on CuO‐ZnO‐ZrO 2‐SiO 2/SAPO‐34 shows that the conversion of CO 2 is 53.9 % and the selectivity of light olefins is 52.9 %, while the CO selectivity is only 13.6 %.