We report the first measurement of sub-Doppler molecular response using a frequency comb by employing the comb as a probe in optical-optical double-resonance spectroscopy. We use a 3.3 μm continuous wave pump and a 1.67 μm comb probe to detect sub-Doppler transitions to the 2ν_{3} and 3ν_{3} bands of methane with ∼1.7 MHz center frequency accuracy. These measurements provide the first verification of the accuracy of theoretical predictions from highly vibrationally excited states, needed to model the high-temperature spectra of exoplanets. Transition frequencies to the 3ν_{3} band show good agreement with the TheoReTS line list.