Natural gas, predominantly composed of methane, is a widely used energy source. Methane is prone to leakage during storage and usage, posing environmental risks. Currently, effective strategies to capture methane leaked in urban environments are lacking. This study investigates the synthesis of a non-toxic Cyclodextrin-based Metal-Organic Framework (CD-MOF) and its adsorption capacity for leaked methane in an ultrafine water mist composite solution system. CD-MOFs, utilizing β-cyclodextrin as the organic ligand and alkali metal potassium as the metal ion, were synthesized via solvothermal and methanol vapor diffusion method. The morphology, functional groups, and thermal properties of CD-MOFs were characterized by multiple techniques. The BET specific surface area, pore structure, and high-pressure methane adsorption capacity of the samples were investigated. Furthermore, CD-MOF, surfactant, and castor oil were combined to create a composite solution absorbent. The methane absorption efficacy of this ultra-fine water mist of absorbent was tested using a closed-container methane spray adsorption apparatus, and the compound solution ratio was optimized. The results indicate that CD-MOFs retain the parent cyclodextrin structure, and the methane adsorption capacity under high-pressure (35 bar) of CD-MOF synthesized by the sodium dodecyl sulfate-assisted solvothermal method reached 216.13 cm3/g. The composite solution with an appropriate proportion of surfactant, castor oil, and CD-MOF reached a methane absorption capacity of 5.7 % vol in enclosed spaces. The successful synthesis of CD-MOFs and the application of composite solutions with ultra-fine water mist offer innovative approaches and theoretical guidance for the emergency absorption and non-toxic disposal of leaked methane.