The effective activation and direct conversion of methane to higher hydrocarbons is a topic of great challenge in catalysis science. Besides oxidative activation such as oxidative coupling of methane to C-2(+), non-oxidative activation of methane to produce aromatics over Mo/HZSM-5 catalysts in a continuous flow mode has attracted significant interest since 1993. This paper reviews the recent advances in catalytic dehydro-aromatization of methane over Mo/HZSM-5 catalysts without the use of oxidants. The catalysts and reaction conditions are presented. Emphasis has been focused on the modification of catalysts and optimization of reaction conditions. The results of investigations on the interactions between Mo and/or transition metal ions and the zeolite support, as well as, the reaction mechanisms of the formation of aromatics and carbonaceous deposits are discussed.