At present, converting methane into valuable chemicals is highly desired for industrial application. Here, we demonstrate the in situ electrochemical conversion of methane (C₁) into ethane and ethylene (C₂) products in a solid oxide electrolyzer at ambient pressure at 850 °C. In this work, we prepare a series of perovskite materials La_0.75Sr_0.25Cr_0.5Fe_0.5+xO_3−δ (LSCrF_x, x = 0–0.1) by reduction pre-treatment, and exsolve metallic iron nanoparticles on the LSCrF_x surface to improve their catalytic activity. With the exsolution of metallic iron nanoparticles, the current density with LSCrF_0.075 reaches 1.29 A cm⁻² at 1.4 V. Then, the conversion rate of methane is 11.7%, and the selectivity of C₂ reaches 15.5%. We further certify a stable performance with no obvious degradation being observed after 96 h of high temperature operation and 7 redox cycles. This work displays a reliable electrochemical process for the conversion of methane into valuable chemicals.