Do planets with a methane atmosphere ignite?

Fire needs three things, a fuel, oxygen, and heat. Now methane makes a great fuel but most planets lack large amounts of oxygen in their atmospheres. The Earth has a lot of oxygen because of life (plants doing photosynthesis). Without oxygen Pluto's atmosphere won't ignite. Same goes for the gas giants (ie. Jupiter, Saturn, Ur, and Neptune) which are mostly made of hydrogen which is normally very flammable.