The possibility of mass transfer limitations in an integrated micro packed bed reactor–heat exchanger (IMPBRHE) for methanol synthesis was experimentally investigated. Experiments were performed with three different particle size distributions (50–200 μm) of a Cu-based catalyst at 80 bar and 215–270 °C. Negligible effects of pore diffusion limitations on the performance of the reactor under methanol synthesis conditions for catalyst particle diameters up to 125 μm were found. Due to a very low Reynolds numbers (1) and dominance of molecular diffusion, variation of the total pressure was applied as a suitable technique to alter the diffusivities of reactants in the gas mixture by dilution, while keeping the reactant flow and partial pressure constant. No significant change in the CO conversion was observed in the temperature range 235–255 °C, pressure range 50–90 bar, and for reactant contact times of 105–308 ms·g/mL. The same procedure was applied to a laboratory fixed bed reactor with similar results. Possible heat transfer effects associated with the dilution were shown to be negligible. We therefore conclude that both reactor systems operate in the absence of external mass transfer limitations.