Enzymatic conversion of carbon dioxide (CO2) to fuel or chemicals is appealing, but is limited by lack of efficient technology for regeneration and reuse of expensive cofactors. Here we show that cationic polyelectrolyte-doped hollow nanofibers, which can be fabricated via a facile coaxial electrospinning technology, provide an ideal scaffold for assembly of cofactor and multienzymes capable of synthesizing methanol from CO2 through a cascade multistep reaction involving cofactor regeneration. Cofactor and four enzymes including formate, formaldehyde, alcohol, and glutamate dehydrogenases were in situ coencapsulated inside the lumen of hollow nanofibers by involving them in the core-phase solution for coaxial electrospinning, in which cationic polyelectrolyte was predissolved. The polyelectrolyte penetrating across the shell of the hollow nanofibers enabled efficient tethering and retention of cofactor inside the lumen via ion-exchange interactions between oppositely charged polyelectrolytes and cofactor. With carbonic anhydrase assembled on the outer surface of the hollow nanofibers for accelerating hydration Of CO2, these five-enzymes-cofactor catalyst system exhibited high activity for methanol synthesis. Compared with methanol yield of only 36.17% using free enzymes and cofactor, the hollow nanofiber-supported system afforded a high value up to 103.2%, the highest reported value so far. It was believed that the linear polyelectrolytes acted as spacers to enhance the shuttling of cofactor between enzymes that were coencapsulated within near vicinity, thus improving the efficiency of the system. The immobilized system showed good stability in reusing. About 80% of its original productivity was retained after 10 reusing cycles, with a cofactor-based cumulative methanol yield reached 940.5%.