Production of methanol from electrochemical reduction of carbon dioxide is very attractive. However, achieving high Faradaic efficiency with high current density using facile prepared catalysts remains to be a challenge. Herein we report that copper selenide nanocatalysts have outstanding performance for electrochemical reduction of carbon dioxide to methanol, and the current density can be as high as 41.5 mA cm-2 with a Faradaic efficiency of 77.6% at a low overpotential of 285 mV. The copper and selenium in the catalysts cooperate very well for the formation of methanol. The current density is higher than those reported up to date with very high Faradaic efficiency for producing methanol. As far as we know, this is the first work for electrochemical reduction of carbon dioxide using copper selenide as the catalyst.