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FeO_x-SiO_2 catalysts prepared by a sol-gel method were studied for the selective oxidation of methane by oxygen. A single-pass formaldehyde yield of 2.0% was obtained over the FeO_x-SiO_2 with an iron content of 0.5 wt% at 898 K. This 0.5 wt% FeO_x-SiO_2 catalyst demonstrated significantly higher catalytic performances than the 0.5 wt% FeO_x/SiO_2 prepared by an impregnation method. The correlation between the catalytic performances and the characterizations with UV-Vis and H_2-TPR suggested that the higher dispersion of iron species in the catalyst prepared by the sol-gel method was responsible for its higher catalytic activity for formaldehyde formation. The modification of the FeO_x-SiO_2 by phosphorus enhanced the formaldehyde selectivity,and a single-pass formaldehyde yield of 2.4% could be attained over a P-FeO_x-SiO_2 catalyst (P/Fe = 0.5) at 898 K. Raman spectroscopic measurements indicated the formation of FePO_4 nanoclusters in this catalyst,which were more selective toward formaldehyde formation.