A methane hydrate (MH) single crystal was synthesized in a diamond anvil cell to investigate its intrinsic high-pressure properties. With increasing pressure, the cubic A phase of MH changed to the MH-II phase at P = 0.9 GPa and room temperature, and this phase remains stable up to P = 1.9 GPa, which was visually observed by optical microscopy. In situ Raman spectra for CH4 molecules encaged in different cages of MH-II show two vibrational bands; the higher frequency band shows a remarkable increase in its frequency versus pressure (17.0 cm(-1)/GPa), and the lower band shows a progressive increase in frequency with pressure (6.3 cm(-1)/GPa). These results are interpreted on the basis of two different structures recently reported for MH-II. Above P = 1.9 GPa, MH-II crystals visually decomposed and the O-H stretching Raman band of host cages became unobservable, indicating no more existence of the cage structure. Raman spectra of CH4 molecules in MH-III show almost the same behavior as those of pure solid methane up to at least 5.2 GPa, which may be consistent with the existence of a new type of MH.