* Ionic bonds form between a metal and a non-metal. The metal loses electrons to become a positively charged ion (cation), and the non-metal gains electrons to become a negatively charged ion (anion). These oppositely charged ions then attract each other.

Let's analyze each option:

1. Magnesium chloride (MgCl2): Magnesium (Mg) is a metal, and chlorine (Cl) is a non-metal. This forms an ionic bond.

2. Methane (CH4): Both carbon (C) and hydrogen (H) are non-metals. They share electrons in a covalent bond to form a molecule.

3. Potassium bromide (KBr): Potassium (K) is a metal, and bromine (Br) is a non-metal. This forms an ionic bond.

4. Calcium oxide (CaO): Calcium (Ca) is a metal, and oxygen (O) is a non-metal. This forms an ionic bond.

5. Sodium chloride (NaCl): Sodium (Na) is a metal, and chlorine (Cl) is a non-metal. This forms an ionic bond.

Therefore, methane (CH4) is the only compound in the list that does not have an ionic bond.