The electrochemical valorisation of captured CO2 is an attractive option to obtain value-added products, and at the same time, to chemically store energy from intermittent renewable sources. Among the different products, formic acid/formate is particularly interesting since it is one of the most promising materials for hydrogen storage and candidate fuel for low-temperature fuel cells. In this work, a process for CO2 electroreduction to formate is studied on a continuous filter-press cell using an innovative electrode: Sn Catalyst Coated Membrane Electrodes (Sn-CCMEs) - comparing with previous approaches based on Sn Gas Diffusion Electrodes (Sn-GDEs), using the same synthesised tin nanoparticles (Sn NPs) and operating conditions. The Sn-CCME is prepared by depositing Sn NPs directly over a Nafion 117 membrane, and it allows working with a gaseous CO2 flow humidified with water as the input of the electrochemical cell, avoiding the use of the liquid catholyte. Sn-CCME operates at lower current densities (45 mA cm(-2)) than previous Sn-GDEs (200 mA cm(-2)), which resulted in lower rates of formate production. However, the proposed Sn-CCME, allowed achieving even higher formate concentrations with an energy consumption 50% lower than with the Sn-GDEs. The influence of key variables such as temperature and water input flow on the performance of the process using Sn-CCMEs was also analysed in a controlled experimental set-up specifically designed and built for this goal. Increasing the temperature of the gaseous stream did not improve the performance. The best results were obtained at ambient conditions of temperature (20 degrees C) and with the amount of water in the CO2 stream at 0.5 g h(-1), giving the highest formate concentration (19.2 g L-1) with a Faradaic efficiency close to 50% and an energy consumption of 244 kWh kmol(-1). More research is still required to further improve CCME configuration in order to increase formate rate and efficiency without increasing energy consumption.