Methane and carbon dioxide are the main contributors to global warming, being the methane effect twenty-five times more powerful than carbon dioxide. Although the sources of methane are diverse, it is a very volatile and explosive gas. One way to store the energy content of methane is its conversion to methanol. Methanol is liquid under ambient conditions, easy to transport and, apart from its use as an energy source, it is a chemical platform that can serve as a starting material for the production of various higher value-added products. Accordingly, the transformation of methane to methanol has been extensively treated in the literature, using traditional catalysts as different types of zeolites. However, in the last years, a new generation of catalysts have emerged to carry out this transformation with higher conversion and selectivity, and more importantly, under mild temperature and pressure conditions. These new catalysts typically involve the use of a highly porous supporting material such as zeolite, or more recently, metal-organic frameworks (MOFs) and graphene, and metallic nanoparticles or a combination of different types of nanoparticles that are the core of the catalytic process. In this review, the characteristics, the catalytic mechanisms, reactors, and the main results of these catalysts are presented as a way to overcome the challenges found in traditional catalysts.