High-pressure Raman studies of methane hydrate were performed using a diamond anvil cell in the pressure range of 0.1-86 GPa at room temperature. Raman spectra of the methane molecules revealed that new softened intramolecular vibration mode of nu(1) appeared at 17 GPa and that the splitting of vibration mode of nu(3) occurred at 15 GPa. The appearance of these two modes indicates that an intermolecular attractive interaction increases between the methane molecules and the host water molecules and between the neighboring methane molecules. These interactions might result in the exceptional stability of a high-pressure structure, a filled ice Ih structure (FIIhS) for methane hydrate, up to 40 GPa. At 40 GPa, a clear change in the slope of the Raman shift versus pressure occurred, and above 40 GPa the Raman shift of the vibration modes increased monotonously up to 86 GPa. A previous XRD study showed that the FIIhS transformed into another new high-pressure structure at 40 GPa. The change in the Raman spectra at 40 GPa may be induced by the transition of the structure.