Electrochemical CO2 reduction reaction (CO2RR) is a promising method to convert CO2 into high value carbon products. For commercial applications, the energy efficiency of CO2RR needs enhancement. Designing superior electrocatalysts is important to increase energy efficiency. This paper reports that the catalytic properties of Au can be enhanced by metal-support interaction (MSI) through CeO2 and a multi-walled carbon nanotube (MWCNT). A heterostructure for MSI is constructed by matching work function using CeO2 and MWCNT to modify the electronic structure of Au via cascade electron transfer. Through MSI, the Au/CeO2/MWCNT heterostructure exhibits 4.2 times higher CO selectivity than Au/CB, and 1.6 times higher CO selectivity than Au/ CeO2 at 200 mA cm-2. As a result, the energy efficiency of CO production from CO2RR can be significantly increased using Au/CeO2/MWCNT. These findings show the importance of MSI in designing high-performance catalysts for CO2RR.