We review the reservoirs of methane clathrates that may exist in the different bodies of the Solar System. Methane was formed in the interstellar medium prior to having been embedded in the protosolar nebula gas phase. This molecule was subsequently trapped in clathrates that formed from crystalline water ice during the cooling of the disk and incorporated in this form into the building blocks of comets, icy bodies, and giant planets. Methane clathrates may play an important role in the evolution of planetary atmospheres. On Earth, the production of methane in clathrates is essentially biological, and these compounds are mostly found in permafrost regions or in the sediments of continental shelves. On Mars, methane would more likely derive from hydrothermal reactions with olivine-rich material. If they do exist, martian methane clathrates would be stable only at depth in the cryosphere and sporadically release some methane into the atmosphere via mechanisms that remain to be determined. In the case of Titan, most of its methane probably originates from the protosolar nebula, where it would have been trapped in the clathrates agglomerated by the satellite's building blocks. Methane clathrates are still believed to play an important role in the present state of Titan. Their presence is invoked in the satellite's subsurface as a means of replenishing its atmosphere with methane via outgassing episodes. The internal oceans of Enceladus and Europa also provide appropriate thermodynamic conditions that allow formation of methane clathrates. In turn, these clathrates might influence the composition of these liquid reservoirs. Finally, comets and Kuiper Belt Objects might have formed from the agglomeration of clathrates and pure ices in the nebula. The methane observed in comets would then result from the destabilization of clathrate layers in the nuclei concurrent with their approach to perihelion. Thermodynamic equilibrium calculations show that methane-rich clathrate layers may exist on Pluto as well.