This is due to the fact that—
(i) In phenol, conjugation of unshared electron pair over oxygen with aromatic ring results in partial double bond character in carbonoxygen bond.
(ii) In phenol, oxygen is attached to a sp2 hybridised carbon atom while in methanol, it is attached to a sp3 hyrbidised carbon atom. The bond formed between oxygen and sp2 hybridised carbon is more stable than that formed between oxygen and sp3 hybridised carbon.