In the present paper, a computational analysis of a high pressure confined premixed turbulent methane/air jet flames with heat loss to the walls is presented. In this scope, chemistry is reduced by the use of the flamelet generated manifold (FGM) method and the fluid flow is modeled in an large eddy simulation (LES) and Reynolds-averaged Navier–Stokes (RANS) context. The reaction evolution is described by the reaction progress variable, the heat loss is described by the enthalpy and the turbulence effect on the reaction is represented by the progress variable variance. A generic lab scale burner for methane high-pressure (5 bar) high-velocity (40 m/s at the inlet) preheated jet is adopted for the simulations, because of its gas-turbine relevant conditions. The use of FGM as a combustion model shows that combustion features at gas turbine conditions can be satisfactorily reproduced with a reasonable computational effort. Furthermore, the present analysis indicates that the physical and chemical processes controlling carbon monoxide (CO) emissions can be captured only by means of unsteady simulations.