α-cyclodextrin dissolved in water binds methane giving crystals of a 1 : 1 complex in up to 57% yield. The binding constant was K_a = 21 (± 1.0) M⁻¹. 3^A,6^A,3^D,6^D-dianhydro-α-cyclodextrin which has a smaller cavity than α-cyclodextrin binds methane three fold better (K_a = 75 (± 25) M⁻¹)