The cornerstone of statistical mechanics of complex networks is the idea that the links, and not the nodes, are the effective particles of the system. Here, we formulate a mapping between weighted networks and lattice gases, making the conceptual step forward of interpreting weighted links as particles with a generalized coordinate. This leads to the definition of the grand canonical ensemble of weighted complex networks. We derive exact expressions for the partition function and thermodynamic quantities, both in the cases of global and local (i.e., node-specific) constraints on the density and mean energy of particles. We further show that, when modeling real cases of networks, the binary and weighted statistics of the ensemble can be disentangled, leading to a simplified framework for a range of practical applications.