The microgeometric structures of Cu play important roles in regulating the catalytic selectivity of CO2 electroreduction. Herein, we fabricated sub-nanometer Cu clusters confined in a metal organic framework (UIO-66-NDC) with certain tetrahedral/octahedral cages for efficient methane (CH4) synthesis. During CO2 electroreduction, Cu clusters confined in UIO-66-NDC exhibited a faradaic efficiency for CH4 as high as 72.0% and a partial current density of -361.0 mA cm-2. Based on in situ characterizations, we revealed that Cu clusters with a coordination number of around 7 were in situ generated in the octahedral cages of UIO-66-NDC during electrolysis. In situ spectroscopy measurements unraveled that *CO with bridge adsorption (*CObridge) was favorable to be adsorbed on the surface of Cu clusters. Theoretical calculations suggested that *CObridge was more inclined to be protonated into *CHO and then into *CH2O rather than going through the C-C coupling path on Cu clusters, thus boosting CH4 selectivity.