New experimental high-pressure nucleation results of n-nonane in methane and first nucleation rate data of water in methane are presented. The nucleation behavior of the ternary system water and n-nonane in methane is investigated experimentally. For this purpose, a new dedicated mixture preparation device was designed, rendering more accurate and controllable vapor fractions. This has eliminated the large scatter in the nucleation rates of n-nonane in methane at 40 bar and 240 K, previously measured. These experiments also show that nucleation theories are unable to predict the rates (even qualitatively) at these extreme conditions. The composition of the critical cluster is determined for all of the binary systems investigated, by applying the nucleation theorem. Furthermore, a criterion for the application of one component theories to binary gas-vapor systems is applied. The nucleation data for the ternary mixtures are analyzed using the experimental results for the binary mixtures. From this, it can be concluded that water and n-nonane nucleate independently in mixtures of water, n-nonane, and methane.