The coordination microenvironment of metal active sites in metal–organic frameworks (MOFs) plays a crucial role in its performance for electrochemical CO2 reduction reaction (CO2RR). However, it remains a challenge to clarify the structure–performance relationship for CO2RR catalyzed by MOFs. Herein, a series of MOFs with different coordination microenvironments of Cu(I) sites (CuCl, CuBr, and CuI) to evaluate their performances for CO2RR is synthesized. With the increasing radius of halogen atom, the CO2 adsorption capacity increases and d‐band center of Cu positively shifts to the Fermi level, leading to enhance the selectivity of CO2 to CH4 conversion. CuI gives the highest total Faradaic efficiency (FE) of 83.2%, with a FE of CH4 up to 57.2% and CH4 partial current density of 60.7 mA cm−2 at −1.08 V versus reversible hydrogen electrode. Theoretical calculations reveal that the shifted d‐band center of Cu site contributes to reduced formation energies of *CH2O and *CH3O intermediates, which is the potential‐determining step of CO2RR and thus facilitates the electrocatalytic CO2 reduction to CH4. This study opens a new avenue for studying the relationship between the coordination microenvironment of active site and electroreduction reaction performance of MOFs.