SBA-15-supported iron phosphate (FePO4) has been characterized with XRD, TEM, Raman spectroscopy and H2-TPR, and studied for the partial oxidation of CH4 with O2. The characterizations suggest that the FePO4 species with loading amount lower than 40 wt.% are encapsulated within the mesoporous channels of SBA-15, and these species possibly exist as small FePO4 clusters with the local coordination environment of iron being similar to that in the crystalline FePO4. However, these encapsulated FePO4 clusters could be reduced at remarkably lower temperatures than the crystalline FePO4. The SBA-15-supported FePO4 catalysts exhibit higher CH4 conversion and HCHO selectivity than the unsupported and the MCM-41-supported ones in the partial oxidation of CH4 with O2. The catalyst with a loading amount of 5 wt.% shows the highest HCHO selectivity at a given CH4 conversion and the highest HCHO formation rate based on the amount of FePO4 in the catalyst. It is likely that the improved catalytic performances of the SBA-15-supported samples are related to the enhanced redox properties of FePO4 species, the large porous diameter and the high inertness of SBA-15.