In this study, we report the solubility of the gases carbon monoxide (CO) and hydrogen (H2) in methanol and methyl formate using the synthetic isothermal method via total pressure measurement. The motivation for these measurements is to provide data to better understand the reactions occurring during a two-step gas-liquid methanol synthesis method via a methyl formate pathway. Specifically, the solubility of the pairs CO-methanol, CO-methyl formate, H2-methanol, and H2-methyl formate was measured at different pressures (0.3-3.3 MPa) and temperatures (298-373 K). The solubility of H2 in methanol and methyl formate is lower than that of CO in methanol and methyl formate. The solubility of both H2 and CO in methanol and methyl formate increases with temperature. Thermodynamic properties, including the Gibbs free energy, the enthalpy of dissolution, and the entropy of dissolution, were determined and are within expected ranges. The enthalpy of dissolution is positive suggesting stronger solute-solute than solute-solvent interactions. The modified Peng-Robinson equation of state was used to calculate the gas-liquid equilibrium and can successfully correlate and represent the experimental solubility data within an error of ±5%.