Direct conversion of methane to methanol under mild conditions remains a great challenge. Here, we report a class of carbon material catalysts for this direct synthesis. The carbon materials such as carbon nanotubes (CNTs), activated carbon (AC), and reduced graphene oxide (rGO) are employed as catalyst support, and the palladium-gold (Pd-Au) nanoparticles are used as active center. By using oxygen/hydrogen as oxidant in the direct synthesis, the catalyst of Pd-Au/CNTs shows outstanding methanol productivity and selectivity. Compared with the Pd-Au/CNTs, the Pd-Au/CNTs-n with a treatment of nitric acid for the support enhances the methanol selectivity, but decreases the methanol productivity. In addition, our characterization results reveal that a weak interaction between Pd-Au nanoparticles and CNTs support is in favor of methanol productivity and selectivity. In contrast, a strong interaction between Pd-Au and AC or rGO catalysts inhibits the reaction activity. This work offers a simple and effective strategy to directly synthesize methanol from methane under the mild conditions.