Solution process of CO gas in liquid phase methyl formate and methanol was experimentally studied under various pressures and temperatures to evaluate the transport effect of CO gas in the liquids in a two-step methanol synthesis process which starts with carbonylation of methanol to methyl formate, then followed by the hydrogenolysis of the formate. The solubility of carbon monoxide in liquid phase methyl formate and methanol were measured by the decrease in pressure due to absorption at pressures up to 1700 kPa and temperatures form 20 to 140°C. It was obtained that the solubilities were between 3.1×10-3 and 11.5×10-3 for CO in methyl formate, and between 4×10-4 and 10.7×10-3 for CO in methanol. The Henry's law constant was about 160 MPa at a temperature of 20°C for CO in methyl formate, and about 250 MPa at temperatures under 100°C and pressures under 1000 kPa for CO in methanol. The Henry's law constant decreased with the increase of temperature. Empirical correlations for solubility at various temperatures and pressures were given based on the experimental data.