Molecular oxygen (O2) is a key player in many fundamental biological processes. However, the combination of the labile nature and poor affinity of O2 often makes this substrate difficult to introduce into crystals at sufficient concentrations to enable protein/O2 interactions to be deciphered in sufficient detail. To overcome this problem, a gas pressure cell has been developed specifically for the `soak-and-freeze' preparation of crystals of O2-dependent biological molecules. The `soak-and-freeze' method uses high pressure to introduce oxygen molecules or krypton atoms (O2 mimics) into crystals which, still under high pressure, are then cryocooled for X-ray data collection. Here, a proof of principle of the gas pressure cell and the methodology developed is demonstrated with crystals of enzymes (lysozyme, thermolysin and urate oxidase) that are known to absorb and bind molecular oxygen and/or krypton. The successful results of these experiments lead to the suggestion that the soak-and-freeze method could be extended to studies involving a wide range of gases of biological, medical and/or environmental interest, including carbon monoxide, ethylene, methane and many others.