Developing efficient catalysts for electrochemical CO2 reduction reaction (ECO2RR) to hydrocarbons is becoming increasingly important but still challenging due to their high overpotential and poor selectivity. Here, the famous Heusler alloys are investigated as ECO2RR catalysts for the first time by means of density functional theory calculations. The linear scaling relationship between the adsorption energies of CHO (and COOH) and CO intermediates is broken and, thus, the overpotential can be tuned regularly by chemically permuting different 3d, 4d, or 5d transition metals (TMs) in Heusler alloy Cu2TMAl. Cu2ZnAl shows the best activity among all the 30 Heusler alloys considered in the present study, with 41% improvement in energy efficiency compared to pure Cu electrode. Cu2PdAl, Cu2AgAl, Cu2PtAl, and Cu2AuAl are also good candidates. The calculations on the competition between hydrogen evolution reaction and CO2RR indicate that Cu2ZnAl is also the one having the best selectivity toward hydrocarbons. This work identifies the possibility of applying the Heusler alloy as an efficient ECO2RR catalyst. Since thousands of Heusler alloys have been found in experiments, the present study also encourages the search for more promising candidates in this broad research area.