Abundant and affordable methane is not only a high‐quality fossil fuel, it is also a raw material for the synthesis of value‐added chemicals. Solar‐energy‐driven conversion of methane offers a promising approach to directly transform methane to valuable energy sources under mild conditions, but remains a great challenge at present. In this Review, recent advances in the photocatalytic conversion of methane are systematically summarized. Insights into the construction of effective semiconductor‐based photocatalysts from the perspective of light‐absorption units and active centers are highlighted and discussed in detail. The performance of various photocatalysts in the conversion of methane is presented, with the photooxidation classified according to the oxidant systems. Lastly, challenges and future perspectives in the photocatalytic oxidation of methane are described. The conversion of methane driven by solar energy offers a promising approach to directly transform methane into valuable energy sources under mild conditions, but remains a great challenge. This Review highlights recent advances in the photocatalytic conversion of methane and gives insights into the design of effective semiconductor‐based photocatalysts and classifies the photooxidations according to the oxidants in the reaction system.