Catalytic conversion of CO₂ into valuable chemicals like CH₃OH is the most promising way to alleviate CO₂ emission for solving the serious climate change issue. Multi-component catalysts with well-defined interface show outstanding performance in CO₂ conversion due to the synergistic effects and multifunctional properties caused by the well-defined interface. A discharge technique, named as cold plasma, has been recognized as an excellent strategy for tuning catalyst interface properties. The temperature of cold plasma is lower than 200 ⁰C, and can be further lowered to room temperature by simply changing the operation conditions of cold plasma. The lower temperature of cold plasma can well maintain the catalyst structures, especially the porous structures. When conducting cold plasma, in addition to nontoxic working gases like Ar and air, no harmful substances are used. Cold-plasma-prepared catalysts have unique interface properties, and thereby exhibit superior performance in CO₂ conversion over the catalysts prepared by traditional methods. The present review summarizes the progress about the cold-plasma-prepared catalysts for CO₂ conversion, discusses the origin for the outstanding catalytic performance, and proposes the challenges and opportunities for further studies. This will stimulate more deep insights into the cold-plasma-prepared catalysts with well-defined interface properties for achieving more efficient CO₂ conversion.