A gas gun having a pressure driving device comprises an upper housing having a loading device disposed therein, the loading device having a tubular member and a projectile member; a hand grip mounted on and extending from the lower side of the upper housing; wherein between the tubular member and the projectile member is mounted an air valve so as to be moved forward and rearward by pneumatic air to control a projectile channel of the projectile member and an internal passage of the tubular member to be opened and closed.