Iron(II), cobolt(II), and copper(II) phthalocyanines encapsulated inside the supercage of zeolite-Y were prepared by the in situ ligand synthesis method via heating the solid mixture of iron(II)-, cobolt(II)-, and copper(II)-exchanged NaY with phthalic anhydride and urea. Using hydrogen peroxide as the oxidant, the catalytic activity of these composite catalysts for methane selective oxidation was tested, and the reaction conditions were optimized. All these composite catalysts showed activity in selective oxidation of methane by hydrogen peroxide at room temperature. These composite catalysts were further loaded with Pd, Au, or PdAu, and their catalytic activity for methane oxidation with dioxygen as oxidant were examined. The coupling of encapsulated metallophthalocyanine catalysts with precious metal, which could catalyze the in situ generation of H2O2, realized the activation of methane by molecular oxygen at room temperature. The results showed that the synergism between palladium and copper(II) phthalocyanine led to the improved catalytic activity in selective oxidation of methane at room temperature.