Converting CO2 into carbon‐based fuels is promising for relieving the greenhouse gas effect and the energy crisis. However, the selectivity and efficiency of current electrocatalysts for CO2 reductions are still not satisfactory. In this paper, the development of machine learning methods in screening CO2 reduction electrocatalysts over the recent years is reviewed. Through high‐throughput calculation of some key descriptors such as adsorption energies, d‐band center, and coordination number by well‐constructed machine learning models, the catalytic activity, optimal composition, active sites, and CO2 reduction reaction pathway over various possible materials can be predicted and understood. Machine learning is now realized as a fast and low‐cost method to effectively explore high performance electrocatalysts for CO2 reduction.