Natural gas, which consist of mostly methane, can be added in existing compression ignition engines through dual fuel technology with reasonable engine modifications. The removal of short-chain alkanes (e.g. CH4, C2H6 and C3H8) of a dual fuel (natural gas and diesel) engine raises a distinctive topic to the exhaust after treatment system (ATS). However, there are few studies reported based on tests with real engine exhaust. This present study focuses on the conversion of short-chain alkanes by Co, Ni and Cu/ZSM-5 catalysts, which are commonly used for oxidation/partial oxidation. These catalysts are tested with exhaust of a dual-fuel (natural gas and diesel) engine. The complicated and dynamic components in the exhaust, which are determined by the engine loading and natural gas substitution, can result in different components in the exhaust and various conversions for species. Co-Ni-Cu/ZSM-5 had the highest conversion of CH4 and non-methane hydrocarbon (NMHC) at 30000 h^-1 space velocity when the engine was operated at 1000 RPM, 25% loading and 70% natural gas substitution. Large amounts of CO and formaldehyde were generated by the dual fuel engine, however they can be mostly converted starting at 450 C. Methane conversion was more preferred at a higher temperature, which is able to reach 42% at 500 C by using Co-Ni-Cu/ZSM-5 in the after treatment system.