The development of an effective approach for methane utilization, especially methane conversion to methanol, is a crucial challenge that has remained unsolved satisfactorily. Herein, we propose an alternative concept of methane utilization to methanol over Fe-ZSM-5@ZIF-8. The concept is to use the designed composite as a dual catalyst in which ZIF-8 and Fe-ZSM-5 act simultaneously as a gas adsorbent and catalyst, respectively. In this case, methane can be adsorbed on ZIF-8 at 50 °C and subsequently converted to methanol at a moderate temperature (150 °C) on Fe-ZSM-5. Interestingly, the promising catalytic performance is observed on Fe-ZSM-5@ZIF-8, whereas only trace amounts of produced methanol are detected on isolated Fe-ZSM-5 and ZIF-8. Moreover, the designed composite also facilitates a facile methanol desorption at the hydrophobic surface of the composite. This first example opens up new promising horizons in combined perspectives for gas storage and catalytic process applications.