The paper uses CFD simulation to investigate the catalytic surface reaction and heat loss characteristics of premixed CH4/air in micro-channels with Platinum catalyst. A 3D model is used with the detailed surface elementary reaction mechanism, which includes the coupled heat transfer of wall and flow domain, solid wall thermal conductivity and the convection and surface radiation between wall and the environment. The results show that the thermal conductivity has a big impact on the uniformity of wall temperature. The convective heat transfer coefficients and the surface emissivity are the key factors to determine the external heat loss of micro-combustor. An increase of wall depth can reduce the external heat loss per unit area, but it increases the total heat loss. The change of the amount of heat loss changes the reaction rate and residence time of mixed gas in the channel, which affect the methane conversion. The research indicates that the material with bigger thermal conductivity is better to fabricate micro-combustors, and the multi-methods are needed to reduce the wall heat loss.