Microenvironment regulation of M‐N4 single‐atom catalysts (SACs) is a promising way to tune their catalytic properties toward the electrochemical CO2 reduction reaction. However, strategies that can effectively introduce functional groups around the M‐N4 sites through strong covalent bonding and under mild reaction conditions are highly desired. Taking the hydrophilic Ni‐N4 SAC as a representative, we report herein a [2+1] cycloaddition reaction between Ni‐N4 and in‐situ generated difluorocarbene (F2C:), and enable the surface fluorocarbonation of Ni‐N4, resulting in the formation of a super‐hydrophobic Ni‐N4‐CF2 catalyst. Meanwhile, the mild reaction conditions allow Ni‐N4‐CF2 to inherit both the electronic and structural configuration of the Ni‐N4 sites from Ni‐N4. Enhanced electrochemical CO2‐to‐CO Faradaic efficiency above 98% is achieved in a wide operating potential window from −0.7 V to −1.3 V over Ni‐N4‐CF2. In‐situ spectroelectrochemical studies reveal that a highly hydrophobic microenvironment formed by the −CF2− group repels asymmetric H‐bonded water at the electrified interface, inhibiting the hydrogen evolution reaction and promoting CO production. This work highlights the advantages of [2+1] cycloaddition reactions on the covalent modification of N‐doped carbon‐supported catalysts.