Petroleum refinery effluents are waste originating from industries primarily engaged in refining crude oil. It is a very complex compound of various oily wastes, water, heavy metals and so on. Conventional processes are unable to effectively remove the chemical oxygen demand (COD) of petroleum refinery effluents. Supercritical water oxidation (SCWO) was proposed to treat petroleum refinery effluents. In this paper, methanol was used to investigate co-oxidative effect of methanol on petroleum refinery effluents treatment. The results indicated that supercritical water oxidation is an effective process for petroleum refinery effluents treatment. Adding methanol caused an increase in COD removal. When reaction temperature is $440^{circ}C$, residence time is 20 min, OE is 0.5 and initial COD is 40000 mg/L, and COD removal increases 8.5%.