The structural, dynamical, and electronic properties of methane hydrate under pressure and at room temperature are investigated using the ab initio constant pressure molecular dynamics method. Cage structures in cubic structure I are destroyed at 4.5 GPa. After the breakdown of cage structures water molecules form a channel surrounding a chain of methane molecules prominent in MH-III. In our MH-III there exists a single peak of C-D stretching mode showing blueshift in agreement with experiment. Our study supports the existence of "filled ice" proposed by Loveday [Phys. Rev. Lett. 87, 215501 (2001)]. (C) 2003 American Institute of Physics.