Regulating the electronic structure of Bi-based materials by alloying engineering is promising to promote the electrocatalytic activity, but it remains some challenges to be solved. In this study, a facile electrochemical co-deposition strategy is developed to synthesize the bimetallic Bi₉Cu₁ alloy nanosheet on carbon cloth (Bi₉Cu₁/CC), which represents a novel self-supporting electrode for the electrocatalytic carbon dioxide (CO₂) reduction reaction (CO₂RR). The Bi₉Cu₁/CC catalyst has achieved a remarkable catalytic performance with high Faradaic efficiencies (FE) of over 90% for formate at wide potentials from −0.7 to −1.2 V vs. reversible hydrogen electrode (RHE). Moreover, the reversible Zn-CO₂ battery can be driven by Bi₉Cu₁/CC cathode with a largest power density of 1.4 mW·cm⁻², and superior operating stability. The systematic characterizations and electrochemical results confirm that the improved catalytic active sites, the enhanced mass/charge transport and the optimal reaction kinetics of Bi nanosheet are realized for CO₂RR by Cu alloying. In situ attenuated total reflection infrared (ATR-IR) result confirms the bimetallic Bi-Cu active sites prefer to follow the *OCHO conversion pathway. The density functional theory (DFT) calculations suggest that the Cu alloying contributes to the increased density of states near the Fermi surface of Bi and the optimized adsorption of *OCHO intermediates on the Bi sites, resulting in the excellent catalytic performance.