Efficient enzymatic conversion of CO2 to methanol is limited by low CO2 solubility in water (33 mM), and the high-cost of the cofactor (NADH) hinders the potential large-scale application of CO2 enzymatic conversion. In this study, a bioelectrocatalytic system was established for tackling both these issues, and in this system enzymes were embedded in the metal–organic framework ZIF-8 via in situ encapsulation to increase the substrate (CO2) concentration and pre-concentrate NADH, and a Rh complex-grafted electrode was developed for regenerating NADH in a sustainable manner. The results showed that after encapsulation of enzymes in ZIF-8, the methanol concentration increased from 0.061 to 0.320 mM (5 fold) in three hours. Furthermore, after coupling with electrocatalytic NADH regeneration, the methanol concentration further increased to 0.742 mM (12 fold) compared to a free enzyme system. Overall, methanol was produced at a rate of 822 μmol g−1 h−1.