Methane, a main component of natural gas, shale gas, and combustible ice, is widely distributed in nature. The direct conversion and efficient utilization of methane have become crucial topics within the scientific community. However, two main challenges persist in this field: methane activation and overoxidation inhibition. Recently, research on this subject has reached its pinnacle stage. Herein, we present some works addressing these concerns, particularly employing photocatalytic approaches, and with a specific focus on strategies aimed at enhancing the selectivity towards methanol as the desired product. Finally, we discuss the existing challenges and propose potential solutions for advancing direct methane‐to‐methanol conversion technology.