This work aimed to establish the feasibility to conduct in liquid phase the photocatalyzed conversion of CO2 to formic acid, typically conducted in stirred tank reactors, in a multiphase capillary reactor (inner diameter: 3 × 10−3 m), at 298 K in a 0.5M NaOH solution under Taylor-flow, which favors mass transfer (gas and liquid velocity: 0.05 and 0.08 m/s). The effect of (i) type of catalyst (Cu/TiO2 and TiO2), (ii) catalyst loading (0–1.0 g/L), (iii) catalyst addition mode (Cu/TiO2 in slurry or immobilized onto the capillary wall), (iv) radiation wavelength (254 nm, 365 nm and visible light), was studied. The synthesized catalysts exhibited anatase phase and the Cu content was 3.75% w/w. The specific surface area of Cu/TiO2 and TiO2 was 242.2 and 121.5 m2/g, respectively. The established band-gap was 2.54 eV for Cu/TiO2 and 3.24 eV for TiO2. Cu2+ and Ti4+ were the species on the catalyst surface. The assessed system allows the CO2 utilization by its transformation at short reaction times into formic acid (quantified by HPLC), an attractive molecule for hydrogen storage. The maximum formic acid production rate was 4033 μmol gcat−1 h−1 when the reaction was photocatalyzed by 1 g/L of Cu/TiO2 using 254 nm radiation and it was 3233 μmol gcat−1 h−1 with 365 nm and 0.5 g/L of catalyst loading. The use of a capillary reactor also eliminates catalyst separation, by catalyst immobilization onto the inner capillary wall. This led to a formic acid production rate of 946 μmol gcat−1 h−1. The catalyst was also active under visible light.