Methane (CH4) is produced in many natural systems that are vulnerable to change under a warming climate, yet current CH4 budgets, as well as future shifts in CH4 emissions, have high uncertainties. Climate change has the potential to increase CH4 emissions from critical systems such as wetlands, marine and freshwater systems, permafrost, and methane hydrates, through shifts in temperature, hydrology, vegetation, landscape disturbance, and sea level rise. Increased CH4 emissions from these systems would in turn induce further climate change, resulting in a positive climate feedback. Here we synthesize biological, geochemical, and physically focused CH4 climate feedback literature, bringing together the key findings of these disciplines. We discuss environment‐specific feedback processes, including the microbial, physical, and geochemical interlinkages and the timescales on which they operate, and present the current state of knowledge of CH4 climate feedbacks in the immediate and distant future. The important linkages between microbial activity and climate warming are discussed with the aim to better constrain the sensitivity of the CH4 cycle to future climate predictions. We determine that wetlands will form the majority of the CH4 climate feedback up to 2100. Beyond this timescale, CH4 emissions from marine and freshwater systems and permafrost environments could become more important. Significant CH4 emissions to the atmosphere from the dissociation of methane hydrates are not expected in the near future. Our key findings highlight the importance of quantifying whether CH4 consumption can counterbalance CH4 production under future climate scenarios.