We present a study of the adsorption and diffusion of CH₄, CO₂, and H₂ molecules in clathrate hydrates using ab initio van der Waals density functional formalism [M. Dion, Phys. Rev. Lett. 92, 246401 (2004)10.1103/PhysRevLett.92.246401]. We find that the adsorption energy is dominated by van der Waals interactions and that, without them, gas hydrates would not be stable. We calculate the maximum adsorption capacity as well as the maximum hydrocarbon size that can be adsorbed. The relaxation of the host lattice is essential for a good description of the diffusion activation energies, which are estimated to be of the order of 0.2, 0.4, and 1.0 eV for H₂, CO₂, and CH₄, respectively.