Methane hydrate inheres the great potential to be a nature-inspired alternative for chemical energy storage, as it allows to store large amounts of methane in a dense solid phase. The embedment of methane hydrate in the confined environment of porous materials can be capitalized for potential applications as its physicochemical properties, such as the formation kinetics or pressure and temperature stability, are significantly changed compared to the bulk system. We review this topic from a materials scientific perspective by considering porous carbons, silica, clays, zeolites, and polymers as host structures for methane hydrate formation. We discuss the contribution of advanced characterization techniques and theoretical simulations towards the elucidation of the methane hydrate formation and dissociation process within the confined space. We outline the scientific challenges this system is currently facing and look on possible future applications for this technology.