Silica-supported silver nanoparticles exhibit outstanding efficiency in the CO₂ hydrogenation to methyl formate in the presence of methanol under high pressure. Here, we show that ZrO₂ and Al₂O₃ supports significantly increase the catalyst activity, in line with their higher Lewis acidity. The weight time yield of methyl formate over Ag/ZrO₂ is up to 16.2 g_MF g_Ag h⁻¹ without detectable side-products, 25 times higher compared to Ag/SiO₂ at the same temperature. Transient in situ and operando DRIFTS studies uncover spillover processes of formate species from Ag onto the acidic support materials and show that the surface formates can further react with adsorbed methanol at the sites near the perimeter between Ag and the support to yield methyl formate.