Methane adsorption in model mesoporous silica materials with the size range characteristic of shale is studied by small-angle neutron scattering (SANS). Size effect on the temperature-dependent gas-adsorption at methane pressure about 100 kPa is investigated by SANS using MCM-41 and SBA-15 as adsorbents. Above the gas liquid condensation temperature, the thickness of the adsorption layer is found to be roughly constant as a function of the temperature. Moreover, the gas adsorption properties, such as the adsorbed layer thickness and the specific amount of adsorbed gas, have little dependence on the pore size being studied, i.e., pore radius of 16.5 and 34.1 angstrom, but are mainly affected by the roughness of the pore surfaces. Hence, the surface properties of the pore wall are more dominant than the pore size in determining the methane gas adsorption of pores at the nanometer size range. Not surprisingly, the gas-liquid condensation temperature is observed to be sensitive to pore size and shifts to higher temperature when the pore size is smaller. Below the gas liquid condensation temperature, even though the majority of gas adsorption experiments/simulations have assumed the density of confined liquid to be the same as the bulk density, the measured methane mass density in our samples is found to be appreciably smaller than the bulk methane density regardless of the pore sizes studied here. The mass density of liquid/solid methane in pores with different sizes shows different temperature dependence below the condensation temperature. With decreasing temperature, the methane density in larger pores (SBA-15) abruptly increases at approximately 65 K and then plateaus. In contrast, the density in smaller pores (MCM-41) monotonically increases with decreasing temperature before reaching a plateau at approximately 30 K.