According to textbooks, no physical observable can be discerned allowing to distinguish a liquid from a gas beyond the critical point. Yet, several proposals have been put forward challenging this view and various transition boundaries between a gas-like and a liquid-like behaviour, including the so-called Widom and Frenkel lines, and percolation line, have been suggested to delineate the supercritical state space. Here we report observation of a crossover from gas-like (Gaussian) to liquid-like (Lorentzian) self-dynamic structure factor by incoherent quasi-elastic neutron scattering measurements on supercritical fluid methane as a function of pressure, along the 200 K isotherm. The molecular self-diffusion coefficient was derived from the best Gaussian (at low pressures) or Lorentzian (at high pressures) fits to the neutron spectra. The Gaussian-to-Lorentzian crossover is progressive and takes place at about the Widom line intercept (59 bar). At considerably higher pressures, a liquid-like jump diffusion mechanism properly describes the supercritical fluid on both sides of the Frenkel line. The present observation of a gas-like to liquid-like crossover in the self dynamics of a simple supercritical fluid confirms emerging views on the unexpectedly complex physics of the supercritical state, and could have planet-wide implications and possible industrial applications in green chemistry.