The Cu-CeO2-L catalyst exhibiting localized surface plasmon resonance (LSPR) characteristics was successfully fabricated via a urea-mediated self-assembly strategy. Under reaction conditions of 160 °C and 2 MPa (CO2/H2 = 1:3), the catalyst demonstrated a remarkable methanol yield of 2408.34 μmol·g–1·h–1, which was 3.48 times higher than the performance without light illumination. Monochromatic light experiments revealed similar performance at 550 and 365 nm, indicating that LSPR-generated “hot electrons” from Cu nanoparticles effectively overcame activation barriers in CO2 hydrogenation. Structural analyses revealed electron migration from the CeO2-L support to Cu nanoparticles via oxygen vacancies (Ov), forming a metal–support heterojunction. This interfacial architecture facilitated the creation of a built-in electric field (IEF), significantly accelerating the charge transfer dynamics. Density functional theory (DFT) calculations and in situ DRIFTS results further corroborated that electron-enriched Cu sites promoted H2 dissociation and the methanol synthesis pathway. The synergy of LSPR effects with the heterojunction provides an innovative method for nanoscale-level modulation of catalytic active sites, advancing the design of plasmon-enhanced photocatalysts for CO2 conversion.