The structural stability of methane hydrate under pressure at room temperature was examined by both in-situ single-crystal and powder X-ray diffraction techniques on samples with structure types I,II, and H in diamond-anvil cells. The diffraction data for types II (slI) and H (sH) were refined to the known structures with space groups Fd3m and P63/mmc, respectively. Upon compression, sl methane hydrate transforms to the sll phase at 120 MPa, and then to the sH phase at 600 MPa. The sil methane hydrate was found to coexist locally with sl phase up to 500 MPa and with sH phase up to 600 MPa. The pure sH structure was found to be stable between 600 and 900 MPa. Methane hydrate decomposes at pressures above 3 GPa to form methane with the orientationally disordered Fm3m structure and ice VII (Pn3m). The results highlight the role of guest (CH4)-host (H20) interactions in the stabilization of the hydrate structures under pressure.