A new room temperature supra-molecular cryptophane A (CrypA)-coated surface acoustic wave (SAW) sensor for sensing methane gas is presented. The sensor is composed of differential resonator-oscillators, a supra-molecular CrypA coated along the acoustic propagation path, and a frequency signal acquisition module (FSAM). A two-port SAW resonator configuration with low insertion loss, single resonation mode, and high quality factor was designed on a temperature-compensated ST-X quartz substrate, and as the feedback of the differntial oscillators. Prior to development, the coupling of modes (COM) simulation was conducted to predict the device performance. The supramolecular CrypA was synthesized from vanillyl alcohol using a double trimerisation method and deposited onto the SAW propagation path of the sensing resonators via different film deposition methods. Experiential results indicate the CrypA-coated sensor made using a dropping method exhibits higher sensor response compared to the unit prepared by the spinning approach because of the obviously larger surface roughness. Fast response and excellent repeatability were observed in gas sensing experiments, and the estimated detection limit and measured sensitivity are ~0.05% and ~204 Hz/%, respectively.