Spontaneous imbibition of hydraulic fracturing fluids is an important mechanism for the development of shale gas reservoirs. Spontaneous imbibition experiments have been widely performed under standard atmospheric pressure conditions, while the study of spontaneous imbibition under high-pressure conditions is rare. In this work, a new experimental approach was developed to perform a series of spontaneous water imbibition experiments on methane-saturated shale samples under different methane pressures (0.1, 1, and 5 MPa). The results indicate that the imbibition rate and imbibed volume decrease with increasing methane pressure. The shale capillary pressure is calculated under different methane pressures. The capillary pressure decreases rapidly with increasing methane pressure up to 1 MPa and then decreases further, but with a smaller slope. A logarithmic relationship between the capillary and methane pressures is discussed. In addition, it is also found that the water saturation behind the imbibition front tends to decrease with the methane pressure.