A series of Mo–Co–K sulfide catalysts were prepared by co-precipitation, and their catalytic performance in CO2 hydrogenation to C2+ alcohols and other products was studied. The catalysts with K/Mo molar ratio of 0.3–1.2 and Co/Mo molar ratio of 1.0 showed relatively high CO2 conversions and high selectivities to total alcohols and C2+ alcohols. Under optimal reaction conditions (320 °C, 12.0 MPa, and 3000 ml/(g h)), the CO2 total conversion and CO2 conversion free of CO reached 28.8% and 12.6%, respectively, over Mo1Co1K0.8 sulfide, and the corresponding selectivities to alcohols and C2+ alcohols (free of CO) are 81.8% and 10.9%, respectively. The catalytic performance can be modified by the addition of SiO2, Al2O3, TiO2, or activated carbon to Mo1Co1K0.6 sulfide during the synthesis. The physicochemical properties of the modified catalysts were characterized by XRD, N2 adsorption–desorption, SEM, XPS, CO2-TPD, and H2-TPD. In particular, the activated carbon-modified catalyst has a stronger interaction between Mo and Co, more Mo4+ content on catalyst surface, and appropriate ability for adsorbing CO2 and H2, which may be beneficial for achieving high selectivity to C2+ alcohols.