We investigated IR spectra in the CH- and OH-stretching regions of size-selected methanol clusters, (CH3OH)n with n = 2-6, in a pulsed supersonic jet by using the IR-VUV (vacuum-ultraviolet) ionization technique. VUV emission at 118 nm served as the source of ionization in a time-of-flight mass spectrometer. The tunable IR laser emission served as a source of predissociation or excitation before ionization. The variations of intensity of protonated methanol cluster ions (CH3OH) nH+ and CH3OH+ and (CH 3OH)2+ were monitored as the IR laser light was tuned across the range 2650-3750 cm-1. Careful processing of these action spectra based on photoionization efficiencies and the production and loss of each cluster due to photodissociation yielded IR spectra of the size-selected clusters. Spectra of methanol clusters in the OH region have been extensively investigated; our results are consistent with previous reports, except that the band near 3675 cm-1 is identified as being associated with the proton acceptor of (CH3OH)2. Spectra in the CH region are new. In the region 2800-3050 cm-1, bands near 2845, 2956, and 3007 cm-1 for CH3OH split into 2823, 2849, 2934, 2955, 2984, and 3006 cm-1 for (CH3OH)2 that correspond to proton donor and proton acceptor, indicating that the methanol dimer has a preferred open-chain structure. In contrast, for (CH 3OH)3, the splitting diminishes and the bands near 2837, 2954, and 2987 cm-1 become narrower, indicating a preferred cyclic structure. Anharmonic vibrational wavenumbers predicted for the methanol open-chain dimer and the cyclic trimer with the B3LYP/VPT2/ANO1 level of theory are consistent with experimental results. For the tetramer and pentamer, the spectral pattern similar to that of the trimer but with greater widths was observed, indicating that the most stable structures are also cyclic.