An air cylinder mounting structure for air gun is disclosed to include a rack mounted in the grip of an air gun to accommodate a high pressure air cylinder in connection with a bullet supplying and firing system of the air gun, a stop member mounted in the rack at the bottom side, a biasable member mounted inside the rack and supported on the stop member; a hand screw type push member fastened to the biasable member for supporting a high pressure cylinder in the rack in connection with the bullet supplying and firing system of the air gun, an anti-skip disk mounted on the threaded shank of push member, and a spring member mounted on the threaded shank of the hand screw type push member and stopped between the biasable member and the anti-skip disk.