A methane gas detection device based on anti-resonant hollow-core fibers is presented. A distributed feedback laser with a center wavelength of 1653 nm is combined with anti-resonant hollow-core fibers with a length of 1.8 m. The methane gas is detected in real time with a technique integrating tunable diode laser absorption spectroscopy with wavelength-modulation spectroscopy. A fiber coupling device of a ceramic ferrule and a ceramic sleeve is used to achieve stable butt-coupling between hollow-core fibers and single-mode fibers. Then, a lensless all-fiber gas detection device is built, and experiments are carried out on methane gas with different concentration gradients. The results show that there is a good linear relationship between the peak-to-peak value of the second harmonic signal and the gas concentration, and the linear correlation coefficient is R²=0.997. The accuracy of the volume fraction of the methane gas obtained by the wavelength modulation technique through inversion is 0.918×10^-6, and the relative accuracy is 1.3%. The stability of the system is evaluated by the Allan variance, and the lowest detection sensitivity of the device is 13×10^-9 when the averaging time is 66.8 s.