Supercritical water and methanol have recently drawn much attention in the field of green chemistry. It is crucial to an understanding of supercritical solvents to know their dynamics and to what extent hydrogen (H) bonds persist in these fluids. Here, we show that with femtosecond infrared (IR) laser pulses water and methanol can be heated to temperatures near and above their critical temperature T c and their molecular dynamics can be studied via ultrafast photoelectron spectroscopy at liquid jet interfaces with high harmonics radiation. As opposed to previous studies, the main focus here is the comparison between the hydrogen bonded systems of methanol and water and their interpretation by theory. Superheated water initially forms a dense hot phase with spectral features resembling those of monomers in gas phase water. On longer timescales, this phase was found to build hot aggregates, whose size increases as a function of time. In contrast, methanol heated to temperatures near T c initially forms a broad distribution of aggregate sizes and some gas. These experimental features are also found and analyzed in extended molecular dynamics simulations. Additionally, the simulations enabled us to relate the origin of the different behavior of these two hydrogen-bonded liquids to the nature of the intermolecular potentials. The combined experimental and theoretical approach delivers new insights into both superheated phases and may contribute to understand their different chemical reactivities.