Methane dehydroaromatization (MDA) on Mo/ZSM‐5 zeolite catalyst provides a promising route for the direct transformation of natural gas into high‐valued chemicals. Understanding the nature of active sites on Mo/ZSM‐5 represents one of the challenges to be resolved for technical application of this process. Herein, by using 1 H{ 95 Mo} double‐resonance solid‐state NMR spectroscopy, we identify proximate dual active sites on Mo/ZSM‐5 catalyst by direct observation of internuclear spatial interaction between Brønsted acid site and Mo species in zeolite channels. The acidic proton‐Mo spatial interaction is correlated with methane conversion and aromatics formation in the MDA process, which is demonstrated to be an important factor in determining the catalyst activity and lifetime. The evolution of olefins and aromatics in Mo/ZSM‐5 channels is monitored by detecting their host‐guest interactions with both active Mo sites and Brønsted acid sites via 1 H{ 95 Mo} double‐resonance and two‐dimensional 1 H‐ 1 H correlation NMR spectroscopy, which reveals the intermediate role of olefins in hydrocarbon pool process during the MDA reaction.