Gas derivatization of protein crystals is useful not only to analyse gas-binding proteins but also to solve the phase problem of X-ray crystallography by using noble gases. However, the gas pressurization tools for these experiments are often elaborate and need to release the gas before flash-cooling. To simplify this step, a procedure using a fine-needle capillary to mount and flash-cool protein crystals under the pressurization of gases has been developed. After the crystals are picked up with the capillary, the capillary is sealed with an adhesive and then connected directly to a gas regulator. The quality of the diffraction data using this method is comparable with that of data from conventional pressurization procedures. The preparation of xenon-derivatives of hen egg-white lysozyme using this method was a success. In the derivatives, two new xenon binding sites were found and one of their sites vanished by releasing the gas. This observation shows the availability of flash-cooling under gas pressurization. This procedure is simple and useful for preparing gas-derivative crystals.