Methanol is a very promising clean alternative fuel, and the study on pure methanol spray flames has not been found before to authors' knowledge. In this study, the flame structure, soot formation, and combustion stability of spray flame for methanol and conventional fuels were investigated at the ambient pressure of 4 MPa and the ambient temperature of 950 K by the means of optical phenomenology, theoretical analysis and chemical kinetic simulations. Optical images reveal that the methanol spray auto-ignition location and the established steady lifted flame is away from the injector nozzle compared to that of isooctane and n-heptane. The results of the RGB two-color method show that the KL factor in the methanol spray flame is only 0.04–0.05, which is one twentieth of n-heptane and isooctane. The combustion stability of methanol increases with increasing injection mass. Methanol spray flame is the most unstable which is 13.33% and 151.58% less than that of the spray flame of isooctane and n-heptane respectively. In chemical kinetic simulations, the appropriate region for methanol high temperature reactions is outside the relative dense region. The residence time of the rich mixture is short and may not come into contact with the supporting peripheral hot product pool, which leads to poor combustion stability.