As the simplest hydrogen-bonded alcohol, liquid methanol has attracted intensive experimental and theoretical interest. However, theoretical investigations on this system have primarily relied on empirical intermolecular force fields or ab initio molecular dynamics with semilocal density functionals. Inspired by recent studies on bulk water using increasingly accurate machine learning force fields, we report a new machine learning force field for liquid methanol with a hybrid functional revPBE0 plus dispersion correction. Molecular dynamics simulations on this machine learning force field are orders of magnitude faster than ab initio molecular dynamics simulations, yielding the radial distribution functions, self-diffusion coefficients, and hydrogen bond network properties with very small statistical errors. The resulting structural and dynamical properties are compared well with the experimental data, demonstrating the superior accuracy of this machine learning force field. This work represents a successful step toward a first-principles description of this benchmark system and showcases the general applicability of the machine learning force field in studying liquid systems.