Regulating intermediates through elaborate catalyst design to control the reaction direction is crucial for promoting the selectivity of electrocatalytic CO2‐to‐CH4. M−C (M=metal) bonds are particularly important for tuning the multi‐electron reaction; however, its construction in nanomaterials is challenging. Here, via rational design of in situ anchoring of Cu SAs (single atoms) on the unique platform graphdiyne, we firstly realize the construction of a chemical bond Cu−C (GDY). In situ Raman spectroelectrochemistry and DFT calculations confirm that due to the fabrication of the Cu−C bond, during CO2 reduction, the formation of *OCHO intermediates is dominant rather than *COOH on Cu atoms, facilitating the formation of CH4. Therefore, we find that constructing the Cu−C bond in Cu SAs/GDY can supply an efficient charge transfer channel, but most importantly control the reaction intermediates and guide a more facile reaction pathway to CH4, thereby significantly boosting its catalytic performance. This work provides new insights on enhancing the selectivity for CO2RR at the atomic level.