"Cyclodextrin-gas" clathrates were obtained by crystallization from water solution of α-, β-, and γ-cyclodextrins (CDs) under pressure of the gas to be entrapped into the CD molecules. When the pressure is released, these clathrates are stable at ambient conditions and dissociate at elevated temperature, which makes them interesting for various applications as foam boosters in food and other industries. It was found that under these conditions α-CD forms clathrates with all of the gases used in this study (N2, N2O, CO2, Ar), whereas β- and γ-CDs can form clathrates only with N2. The concentration of the cyclodextrin and the temperature and pressure of the gas were varied for achieving higher clathrate yield and larger amount of embedded gas. Highest values of about 2 wt % were found for α-CD-N2O, as it releases in the temperature range of 40-60 °C.