Methane, the principal component of natural gas, is an important energy source and raw material for chemical reactions. It also plays a significant role in planetary physics, being one of the major constituents of giant planets. Here, we report measurements of the molecular self-diffusion coefficient of dense supercritical CH4 reaching the freezing pressure. We find that the high-pressure behaviour of the self-diffusion coefficient measured by quasi-elastic neutron scattering at 300 K departs from that expected for a dense fluid of hard spheres and suggests a density-dependent molecular diameter. Breakdown of the Stokes-Einstein-Sutherland relation is observed and the experimental results suggest the existence of another scaling between self-diffusion coefficient D and shear viscosity η, in such a way that Dη/ρ=constant at constant temperature, with ρ the density. These findings underpin the lack of a simple model for dense fluids including the pressure dependence of their transport properties.