Nitrogen oxides and carbon monoxide are removed from the exhaust of an internal combustion engine which operates on a methane-containing fuel by reacting the carbon monoxide, nitrogen oxides, and oxygen in the exhaust gas with methane in the presence of a catalyst comprising a crystalline zeolite having a silicon to aluminum ratio of equal to or greater than about 2.5 which is exchanged with a cation selected from the group consisting of cobalt, nickel, iron, chromium, rhodium, gallium, and manganese. Methane for the reaction is provided as a portion of the methane-containing fuel.