A novel electrochemical technique based on an integrated ultramicroelectrode (IUME) was developed to study the gas-phase methanol electrooxidation. The IUME consisted of a Pt working, a reference, and a counter electrode, all integrated at a capillary tip and coated by a Nafion thin film. The ultramicroelectrode enabled measurement of the methanol-vapor electrooxidation even without the presence of water molecules. We observed for the first time that the peak potential of methanol oxidation monotonically shifts depending on the water-vapor concentration. Moreover, ac conductivity measurements showed that water-vapor concentration had no effect on the resistance of the Nafion film to make a change in the iR drop. It is, therefore, concluded that the presence of a water molecule strongly affects the methanol oxidation mechanism resulting in a decrease in the overpotential at the Pt electrode.