CO2 conversion to formic acid in a single‐step reaction was investigated by incorporating MoSe2 nanoparticles into a cryogel‐based reactor system, resulting in a formate dehydrogenase (FDH) enzyme‐mimicking system. MoSe2 nanoparticles were synthesized via the microwave synthesis method, and they took part as the cofactor of the enzymatic system. Following, in combination with MACys‐Ru(bipyr)2‐MACys, MoSe2 nanoparticles were used as the cofactor of the conversion reaction in the MACys‐Ru(bipyr)2‐MACys‐co‐p(HEMA) cryogel column‐based reactor system. Synthesized nanoparticles were characterized by Fourier transformed infrared spectroscopy, field emission‐scanning electron microscopy, transmission electron microscopy, and energy dispersive x‐ray spectroscopy. The conversion reaction was monitored using high‐pressure liquid chromatography, and the parameters affecting the conversion yield (e.g., pH change and reusability of the reactor) were investigated. The results showed that the obtained mimic FDH‐based CO2 conversion column system worked like a reactor in the conversion of CO2 into formic acid. Besides, the developed cryogenic reactor provided a reusable single‐step conversion reaction with a high yield at room temperature in mild conditions.