In situ Raman spectroscopy is employed to study the phase behavior of methane hydrate at high pressure. The structure 1 of methane hydrate can be maintained up to 950 MPa at 299 K. The transformation of structure I<-->structure H+water+CH4 occurs at 880 MPa and 323 K. The structure H of methane hydrate, however, decomposes to methane and water at 960 MPa and 348 K. The initiation mechanism of methane hydrate sI is also discussed.