Non-heme iron, vanadium, and copper complexes bearing hemicryptophane cavities were evaluated in the oxidation of methane in water by hydrogen peroxide. According to 1H nuclear magnetic resonance studies, a hydrophobic hemicryptophane cage accommodates a methane molecule in the proximity of the oxidizing site, leading to an improvement in the efficiency and selectivity for CH3OH and CH3OOH compared to those of the analogous complexes devoid of a hemicryptophane cage. While copper complexes showed low catalytic efficiency, their vanadium and iron counterparts exhibited higher turnover numbers, ≤13.2 and ≤9.2, respectively, providing target primary oxidation products (CH3OH and CH3OOH) as well as over-oxidation products (HCHO and HCOOH). In the case of caged vanadium complexes, the confinement effect was found to improve either the selectivity for CH3OH and CH3OOH (≤15%) or the catalytic efficiency. The confined space of the hydrophobic pocket of iron-based supramolecular complexes plays a significant role in the improvement of both the selectivity (≤27% for CH3OH and CH3OOH) and the turnover number of methane oxidation. These results indicate that the supramolecular approach is a promising strategy for the development of efficient and selective bioinspired catalysts for the mild oxidation of methane to methanol.