This study of the effect of support of Co-Na-Mo based catalysts on the direct hydrogenation of CO$2$ into hydrocarbons (HC) provides guidelines for the design of catalysts for CO$2$ conversion. We demonstrate that the surface area of the support and the metal-support interaction have a key role determining the cobalt crystallite size and consequently the activity of the system. Cobalt particles with sizes <2 nm supported on MgO present low reverse water gas shift conversion with negligible Fischer-Tropsch activity. Increasing the cobalt particle size to ~15 nm supported on SiO$2$ and ZSM-5 supports not only substantially increases the CO$2$ conversion but it also provides high HC selectivities. Further increase of the cobalt particle size to 25–30 nm has a detrimental effect on the global CO$2$ conversion with HC:CO ratios below 1, however, lower methane selectivity and enhanced formation of unsaturated HC products are achieved. Additionally, the metal-support interaction potentially also has a strong effect on the growth chain probability of the formed hydrocarbons, increasing as the metal-support interaction increases. These evidences demonstrate that CO$2$ conversion and hydrocarbon distribution can be tuned towards desired products by controlled catalyst design.