Fundamental understandings of nanoconfined methane (CH4) are crucial to improving the exploitation of tight gas. In this study, diffusivity, one of the key transport properties of high-temperature and high-pressure methane gas, is examined under confinement in the silica nanochannels by using molecular dynamics simulations by employing Einstein diffusion equation. It was found that the diffusivity of nanoconfined methane is obviously anisotropic, namely, the perpendicular diffusion coefficient is lower than that in the longitudinal direction. The anisotropic diffusivity of nanoconfined methane is attributed to the restricted effect of potential interactions from the atoms of walls, which is verified by analyzing the diffusivity of methane molecules in the potential wells with Lagrangian dynamics. The diffusion coefficients of nanoconfined methane decrease with the increase of atomic potentials in the wall, which can be explained by the density distributions of methane in the nanochannels. Furthermore, we reveal the dependence of the diffusivity of nanoconfined methane on the channel height and confining effect of the wall on the diffusivity of methane molecules. The obtained results can provide a molecular insight into the transport properties of methane confined in nanospace and a theoretical guidance for the efficient extraction of tight gas.