An improved apparatus and method for preventing accidental disconnection of a valve fitting from a compressed gas cylinder (tank) is provided. A valve safety device preferably includes a valve stem having a first threaded section. The first threaded section is preferably configured to engage threads in an internal section of a compressed gas storage device during insertion and reside within an internal portion of the compressed gas storage device following insertion. A non-threaded section is preferably arranged proximal to the first threaded section. One or more vents are preferably provided on the non-threaded section to provide for a safe release of compressed gas from the compressed gas storage device before the first threaded section can be removed from the compressed gas storage device.