Methane hydrate, called as “fiery ice”, is expected to be a fruitful natural resource, at the same time, methane is rather effective greenhouse gas than carbon dioxide. And, methane hydrate is thought to be the dominant constituent of the outer planets and their moons. Recent high-pressure studies on gas hydrate, including methane hydrate, have accumulated to give us a great deal of understanding of the structural changes in gas hydrates. A feature of structural changes in terms of pressure and guest size is summarised in the former part of this paper. The gas hydrate with the guest size from argon to methane finally take a common filled ice Ih structure, although they have different initial and intermediate structures. In the latter part, retention of the filled ice Ih structure of methane hydrate up to 42 GPa is described. In-situ x-ray diffractometry and optical observation revealed the existence of the filled ice structure with the volume change of 40% and large anisotropic compressibility. The meanings of the structural changes and the retention to very high pressure of methane hydrate on geological science and planetary science are also described.