The direct sulfonation of methane to methanesulfonic acid was achieved in an electrochemical reactor without adding peroxide initiators. The synthesis proceeds only from oleum and methane. This is possible due to in situ formation of an initiating species from the electrolyte at a boron-doped diamond anode. Elevated pressure, moderate temperature and suitable current density are beneficial to reach high concentration at outstanding selectivity. The highest concentration of 3.7 M (approximately 62 % yield) at 97 % selectivity was reached with a stepped electric current program at 6.25-12.5 mA cm-2 , 70 °C and 90 bar methane pressure in 22 hours. We present a novel, electrochemical method to produce methanesulfonic acid, propose a reaction mechanism and show general dependencies between parameters and yields for methanesulfonic acid.