Hydrogenation of carbon dioxide (CO2) is among the most promising approaches for reclaiming the major greenhouse gases to produce fuels and chemicals. Developing catalysts composed of natural abundant, economical and eco-friendly elements is critical for the industrialization of this technology. Silicon satisfies all these requirements but lacks activity. Using first-principles calculations, we show for the first time that the two-dimensional phase of silicon, i.e., mono- and few-layer silicene supported by a Ag(111) substrate, exhibits superior catalytic activity for CO2 hydrogenation, with selectivity being intrinsically controlled by the number of layers. The supported silicene monolayer as a catalyst leads to the formation of carbon monoxide, formic acid and formaldehyde, while the formation of methanol and methane is favored on bilayer silicene on the Ag substrate. The key parameters governing activity and selectivity are the densities and energy levels of surface dangling bond states, which in turn are mediated by the substrate coupling and covalent interaction between silicene layers. These theoretical results elucidate the fundamental principles for tailoring the catalytic properties of non-metal materials by controlling the number of layers and manipulating the surface states and will advance the development of silicon-based catalysts for renewable energy technologies.