The novel mercury-catalyzed system for the oxidation of methane to methanol was studied in both supercritical and non-supercritical reaction conditions. Systematic experimental design was applied to study the effect of temperature, pressure and mole ratio. Reaction conditions were selected by using three-level fractional factorial design. The runs were performed in a high-pressure autoclave. Temperature had the strongest effect on the methanol yield. The mole ratio had no clear effect in the studied region. Surprisingly, the role of pressure was not significant. However, the supercritical conditions seem to have some effect on the methanol yield.