We describe the design and operation of an apparatus for loading gases into the sample volume of the Paris-Edinburgh press at room temperature and high pressure. The system can be used for studies of samples loaded as pure or mixed gases as well as for loading gases as pressure-transmitting media in neutron-scattering experiments. The apparatus consists of a high-pressure vessel and an anvil holder with a clamp mechanism. The vessel, designed to operate at gas pressures of up to 150 MPa, is used for applying the load onto the anvils located inside the clamp. This initial load is sufficient for sealing the pressurized gas inside the sample containing gasket. The clamp containing the anvils and the sample is then transferred into the Paris-Edinburgh press by which further load can be applied to the sample. The clamp has apertures for scattered neutron beams and remains in the press for the duration of the experiment. The performance of the gas loading system is illustrated with the results of neutron-diffraction experiments on compressed nitrogen.