The enzymatic strategy for methanol production starting from CO2 involves the use of three enzymes in series. The first enzyme of the series, which reduces CO2 to formic acid, is formate dehydrogenase (FDH). A problem with using free enzymes is their low stability. To overcome this limitation, the covalent immobilization on porous supports has been extensively studied in literature. This work presents a strategy of immobilization of the NADH dependent FDH from C. boidinii on natural zeolite to study the CO2 reduction reaction to formic acid. The support functionalization was carried out with glyoxyl (ZG) or amino (ZA) groups, to covalently bind the enzyme to the support. To carry out a covalent immobilization with ZA, glutaraldehyde was added after the ionic bond between the enzyme and the support. The samples were evaluated in terms of specific activity, immobilization yields and thermal stability. As a whole, the covalently immobilized enzyme exhibited higher thermal stability than the free enzyme, with a stability factor of ∼15 with ZG and ∼19 with ZA. Finally, FDH immobilized on ZG and ZA supports were tested for the production of formic acid in a CO2 saturated medium. The conversion, referred to NADH, was equal to 37 % with ZA and 34.6 % with ZG. Finally, the reusability of the biocatalysts was studied. The residual activity after 12 cycles was 80 % and 22 % with ZG and ZA, respectively.