The spectrum of the bright Kuiper Belt object 2005 FY9 from 0.34 to 2.5 μm is dominated by the red coloring of many outer solar system objects in the optical wavelength regime and by absorption due to methane in the near-infrared. The solid methane absorption lines are significantly broader on 2005 FY9 than on any other solar system body, indicating long optical path lengths through the methane. These long path lengths can be parameterized as a methane grain size of approximately 1 cm in a Hapke reflectance model. In addition to large-grained methane, the infrared spectrum also indicates the clear presence of ethane, an expected product of UV photolysis of methane. No evidence for N2 or CO, both known to be present on Pluto, is found. We suggest that the large differences between the spectrum of 2005 FY9 and that of Pluto and 2003 UB313 is due to a depletion of nitrogen on the surface of 2005 FY9 that leads to large methane grains, abundant sites for ethane formation through UV photolysis, and highly irradiated tholin-like material.