Addressing the urgent need to mitigate increasing levels of CO2 in the atmosphere and combat global warming, the development of earth-abundant catalysts for selective photo-electrochemical CO2 conversion is a central and pressing challenge. Toward this purpose, two synthetic strategies for obtaining a Cu2O–SnO2 catalyst, namely co-precipitation and core–shell methods, were compared. The morphology and band gap energy of the synthesized materials were strongly different. The photoactivity of the core–shell catalyst was improved by 30% compared to the co-precipitation one, while its selectivity was shifted towards C1 products such as CO and formate. The stability of both catalysts was revealed by an easy and fast EIS analysis, indicating how the effective presence of a SnO2 shell could prevent the modification of the crystalline phase of the catalyst during PEC tests. Finally, directing the selectivity depending on the synthesis method used to produce the final Cu2O–SnO2 catalyst could possibly be implemented in syngas and formate transformation processes, such as hydroformylation or the Fischer–Tropsch process.