Photo-catalytic conversion of CO2 into hydrocarbon fuels is an ideal avenue for mitigating the CO2 emission. Ever since the photo-catalytic reduction of CO2 was discovered to take place at TiO2 surface a few decades ago, many have been extensively working to improve the photo-catalytic reaction on the TiO2 surface. It is commonly believed that the photo-catalytic reduction of CO2 into methanes/methanols could take two different reaction routes through an intermediate step forming formic acid or carbon mono-oxide. Using first principles calculations, we investigated that both reaction mechanisms on the surfaces of bulk Anatase TiO2(101) and a small TiO2 nano-cluster. We will discuss significant differences of conversion process that we have observed for these two cases and elucidate role of different physical quantity.