Regulating the coordination environment of active sites has proved powerful for tapping into their catalytic activity and selectivity in homogeneous catalysis, yet the heterogeneous nature of copper single‐atom catalysts (SACs) makes it challenging. This work reports a bottom‐up approach to construct a SAC (rGO@Cu‐N(Hx)‐C) by inlaying preformed amine coordinated Cu2+ units into reduced graphene oxide (rGO), permitting molecular level revelation on how the proximal N‐site functional groups (N‐H or N‐CH3) impact on the carbon dioxide reduction reaction (CO2RR). It is demonstrated that the N‐H moiety of rGO@Cu‐NHx‐C can serve as an in‐situ protonation agent to accelerate the CO2‐to‐methane reduction kinetics, delivering a methane current density (163 mA/cm2) 2.42‐times that with the ‐CH3 substituted counterpart rGO@Cu‐N‐C. Operando spectroscopic studies and theoretical calculations elucidate that the high methane faradaic efficiency (77.1%) achieved here is enabled by opening up the energetically favorable formyl pathway (*OCHO pathway) against the traditional *CO pathway that normally leads to various CO2RR products other than methane. Our strategy sets the stage to precisely modulate single‐atom catalysts for efficient and selective electrochemical CO2 reduction.