Despite widespread evidence of the influence of dissolved air on hydrophobic interaction, the mechanisms of observed effects are still unknown. Although some experiments indicate that adsorbed gases can modify the structure of water next to hydrophobic surfaces, gas effects on measured forces have been observed only at large surface separations. Gas-specific depletion of water at a hydrophobic surface has been detected but was not reproduced in subsequent measurements. We use computer simulations to study short-ranged hydrophobic attraction in the absence and presence of dissolved gas and monitor gas adsorption at molecular resolution inaccessible in experiments. Although we observe a significant accumulation of dissolved gases at hydrophobic surfaces, even in supersaturated gas solutions surface concentrations remain too low to induce any significant change in the local structure of water and short-range surface forces. We present direct calculations of the hydrophobic force between model hydrocarbon plates at separations between 1.5 and 4 nm. Although stronger, the calculated solvation force has a similar decay rate as deduced from recent surface force apparatus measurements at a somewhat lower contact angle. Within the statistical uncertainty, short-range attraction is not affected by the presence of dissolved nitrogen, even in supersaturated solution with a gas fugacity as high as 30 atm. Comparisons of the adsorption behavior of N2, O2, CO2, and Ar reveal similar features in contrast to the peculiar suppression of water depletion reported for an Ar solution in a neutron reflectivity experiment. Our calculations reveal a notable difference between pathways to the capillary evaporation of pure water and gas-phase nucleation in confined supersaturated gas solutions.