In this work, the co-immobilization of formate dehydrogenase (FDH) and glycerol dehydrogenase (GlyDH) enzymes is proposed to reduce CO2 into formic acid, an important chemical intermediate. The reduction of carbon dioxide is carried out by FDH to obtain formic acid, simultaneously, the GlyDH regenerated the nicotinamide cofactor in the reduced form (NADH) by the oxidation of glycerol into dihydroxyacetone. Natural zeolite was selected as immobilization support given its good properties and low cost. The natural zeolite was modified with subsequent acid-alkaline attacks to obtain a mesostructurization of the clinoptilolite. The two enzymes were co-immobilized on clinoptilolite, previously hetero-functionalized with amino and glyoxyl groups. The distribution of the enzymes was confirmed by fluorescence microscopy analysis. Furthermore, a great increase in the retained activity for the formate dehydrogenase enzyme was noted, passing from 18% to 89%, when the mesostructured clinoptilolite was used as support. The immobilization yield of formate dehydrogenase and glycerol dehydrogenase is around 100% with all the supports studied. The promising results suggest a possible development of this procedure in enzyme immobilization and biocatalysis. The biocatalysts were characterized to find the optimal pH and temperature. Furthermore, a thermal stability test at 50 °C was carried out on both enzymes, in free and immobilized forms. Finally, it was shown that the biocatalyst is effective in reducing CO2, both by using the cofactor in the reduced form (NADH) or the oxidized form (NAD+), obtaining NADH through the regeneration with glycerol in this latter case.