Provided are a method, system, and program for transferring data directed to virtual memory addresses to a device memory. Indicator bits are set for ranges of device memory addresses in a device accessible over an Input/Output (I/O) bus indicating whether gathering is enabled for the device memory address ranges. Transfer operations are processed to transfer data to contiguous device memory addresses in the device. A determination is made as to whether the indicator bits for the contiguous device memory addresses indicate that gathering is enabled. A single bus I/O transaction is generated to transfer data for the contiguous device memory addresses over the I/O bus in response to determining that the indicator bits for the contiguous device memory addresses indicate that gathering is enabled.