A photonic quasicrystal fiber - surface plasmon resonance (PQF-SPR) methane sensor made up of the eight-fold photonic quasicrystal fiber has been designed and analyzed. The PQF is used to construct the double-core D-type structure with air holes forming a hole groove on the D-type surface. The grooves are plated with ZnO and Au films successively, following the deposition of a methane-sensitive film containing Cryptophane-E. The effects of the air hole diameter, materials, and relative thickness of the composite film on the sensing properties are studied by finite element simulation. The results show that the wavelength sensitivity of the sensor with the ZnO-Au and TiO2-Au composite film with the same thickness is significantly higher than that with a single gold film coating in the methane concentration range of 0%–3.5%, confirming that the composite film enhances the SPR effect and improves the sensing properties. The ZnO-Au composite film has the best properties such as maximum and average wavelength sensitivities of 64 nm/% and 40.24 nm/%, respectively. The performance of this sensor is notably superior to that of comparable methane sensors previously documented.