The effective conversion of methane to a mixture of more valuable hydrocarbons and hydrogen under mild conditions is a significant scientific and practical challenge. Here, we synthesized Zn-containing nanosized MFI zeolite for direct oxidation of methane in the presence of H2O and air. The presence of the surface hydroxyl groups on nanosized MFI-type zeolite and their significant reduction in the Zn-containing nanosized MFI zeolite were confirmed with Infrared Fourier Transform (FTIR) spectroscopy. Incorporation of zinc atoms into the framework of nanosized MFI zeolite is revealed by Nuclear Magnetic Resonance, X-ray Diffraction and UV-Vis Spectroscopy. Unexpectedly, pure silica MFI zeolite exhibited the highest photocatalytic performance. Our findings demonstrated that large number of isolated silanol groups and silanol nests increase the formation of ⋅OH, and enhance the productivity of oxygenate compounds and C2H6, while the Zn incorporated into the zeolite framework or attached to the silanol nests of the nanosized zeolites are less efficient. A mechanism of photocatalytic methane oxidation is proposed. These findings provide insights into the development of active nanosized zeolite photocatalysts with an extended amount of surface hydroxyl groups that can play a key role in photocatalytic methane conversion.