Mixed zinc-zirconium oxides, ZnZrO_x, are highly selective and stable catalysts for CO₂ hydrogenation to methanol, a pivotal energy vector. However, their activity remains moderate, and descriptors to design improved systems are lacking. This work applies flame spray pyrolysis (FSP), a one-step and scalable method, to synthesize a series of ZnZrO_x catalysts, and systematically compares them to coprecipitated (CP) analogs to establish deeper synthesis–structure–performance relationships. FSP systems (up to 5 mol%) generally display a threefold higher methanol productivity compared to their CP counterparts. In-depth characterization and theoretical simulations show that, unlike CP, FSP maximizes the surface area and formation of atomically dispersed Zn²⁺ sites incorporated in lattice positions within the ZrO₂ surface, which is key to improving performance. Analysis by in situ electron paramagnetic resonance (EPR) spectroscopy reveals that the specific architecture of the flame-made catalyst markedly fosters the generation of oxygen vacancies. Together with surrounding Zn and Zr-O atoms, the oxygen vacancies create active ensembles that favor methanol formation through the formate path while suppressing undesired CO production, as confirmed by kinetic modeling. This study elucidates the nature of active sites and their working mechanism, pushing forward ZnZrO_x-catalyzed methanol synthesis by providing a new benchmark for this cost-effective and earth-abundant catalyst family.