A Love wave-based sensing chip incorporating a supramolecular cryptophane A (CrypA) thin film was proposed for methane gas sensing in this work. The waveguide effect in the structure of SiO2/36° YX LiTaO3 will confine the acoustic wave energy in SiO2 thin-film, which contributes well to improvement of the mass loading sensitivity. The CrypA synthesized from vanillyl alcohol by a double trimerisation method was dropped onto the wave propagation path of the sensing device, and the adsorption to methane gas molecules by supramolecular interactions in CrypA modulates the acoustic wave propagation, and the corresponding frequency shifts were connected as the sensing signal. A theoretical analysis was performed to extract the coupling of modes for sensing devices simulation. Also, the temperature self-compensation of the Love wave devices was also achieved by using reverse polarity of the temperature coefficient in each media in the waveguide structure. The developed CrypA coated Love wave sensing device was connected into the differential oscillation loop, and the corresponding gas sensitive characterization was investigated. High sensitivity, fast response, and excellent temperature stability were successfully achieved.