Herein, a micro-structured electrode design has been developed via a modified phase-inversion method. A thin electrolyte integrated with a highly porous anode scaffold has been fabricated in a single-step process and developed into a complete fuel cell for direct methane (CH4) utilisation. A continuous and well-dispersed layer of copper-ceria (Cu-CeO2) was incorporated inside the micro-channels of the anode scaffold. A complete cell was investigated for direct CH4 utilisation. The well-organised micro-channels and nano-structured Cu-CeO2 anode contributed to an increase in electrochemical reaction sites that promoted charge-transfer as well as facilitating gaseous fuel distribution, resulting in outstanding performances. Excellent electrochemical performances have been achieved in both hydrogen (H2) and CH4 operation. The power density of 0.16 Wcm−2 at 750 °C with dry CH4 as fuel is one of the highest ever reported values for similar anode materials.