Electrochemical CO₂ reduction reaction (CO₂RR) to CH₄ represents a promising pathway toward carbon neutrality, yet it is severely limited by sluggish multi-electron/proton transfer kinetics, low selectivity, and insufficient proton supply. Herein, we rationally fabricated a series of Cu-doped Er₂O₃ catalysts (Cu-Er₂O₃-x) via sequential precipitation and calcination, which engineer a strong built-in electric field (BIEF) for efficient and selective CO₂-to-CH₄ conversion. Cu doping triggers significant charge redistribution between Cu and Er₂O₃, forming positively charged Cu sites and a negatively polarized Er₂O₃ matrix. The generated BIEF reorients interfacial water into an H-near configuration, shortens the *H–catalyst distance, promotes water dissociation, and optimizes *CHO adsorption. The optimal Cu-Er₂O₃-6 catalyst achieves a high CH₄ Faradaic efficiency of 60.79% and a large CH₄ partial current density of −28.01 mA·cm⁻² at −1.6 V vs. reversible hydrogen electrode (RHE) in an H-type cell, with an outstanding stability of 24 h. In situ attenuated total reflection surface-enhanced infrared absorption spectroscopy (ATR-SEIRAS), electrochemical tests, and density functional theory (DFT) calculations reveal that BIEF-modulated water orientation and electronic optimization accelerate proton transfer and lower the energy barrier of the rate-determining *CHO → *CH₂O step. This work provides a robust strategy for boosting CO₂RR performance via BIEF engineering and *H–catalyst distance regulation, offering a valuable design principle for advanced CH₄-selective electrocatalysts.