CO　direct　esterification　to　dimethyl　oxalate　(DMO)　has　important　industrial　application　value.　Pd-based　heterogeneous　catalysts　have　been　often　utilized　for　this　reaction.　However,　the　effects　of　defect　structures　causing　by　the　different　morphologies　of　the　support　on　the　catalytic　performance　has　not　been　investigated　sufficiently.　In　this　work,　three　different　morphologies　of　CeO2　support　(denoted　as　rod,　cube,　and　octahedron)　loading　Pd　were　synthesized,　and　further　investigated　their　catalytic　activities　for　CO　direct　esterification　to　DMO.　The　Pd/CeO2-rod　catalyst　exhibited　the　best　CO　conversion　compared　with　Pd/CeO2-cube　and　Pd/CeO2-octa.　The　results　of　Raman　and　XPS　show　that　CeO2-rod　has　the　highest　oxygen　vacancy　concentration　than　those　of　CeO2-cube　and　CeO2-octa.　In　addition,　it　was　found　that　partial　interfacial　electrons　transfer　from　Pd　to　CeO2　support　at　the　interface　from　the　result　of　XPS.　More　intriguingly,　the　result　of　in　situ　DRIRS　of　CO　exhibits　that　the　partial　interfacial　electrons　transfer　from　CeO2　to　Pd,　resulting　from　oxygen　vacancies　serve　as　a　charge　compensator　to　promote　partial　electrons　transfer.　The　enriched　electron　of　Pd　would　promote　the　adsorption　and　activation　of　CO,　thus　enhancing　the　catalytic　activity.　This　work　will　provide　a　general　understanding　of　the　support　effect　to　catalytic　performance,　which　induced　by　the　oxygen　vacancies.　Graphical　Abstract:　[Figure　not　available:　see　fulltext.]　©　2021,　The　Author(s),　under　exclusive　licence　to　Springer　Science+Business　Media,　LLC,　part　of　Springer　Nature.