Various gases are utilized in respiratory care. Though oxygen is the most frequently administered, the use of other gases has become common practice in recent years. This report reviews the literature concerning some of the therapeutic gases utilized in Neonatal Intensive Care Unit (NICU). Inhaled Nitric Oxide is a selective pulmonary vasodilator largely employed in the Intensive Care Units. Its effects are well known as well as cost/effectiveness and consequently limitations, mainly in the developed countries. An alternative gas with comparable characteristics is Onitrosoethanol. In experimental studies, this gas seems to improve oxygenation and systemic haemodynamics, reducing the rebound hypoxaemia and the production of toxic by-products. Helium-oxygen mixture is less common, although it is widely known to both the decrease the pressure required to ventilate the lung and the resistive work of breathing, improving gas exchange in particular clinical conditions. Recent studies showed its efficacy and feasibility both in infants and in preterms. Carbon dioxide is usually employed for the management of some specific congenital heart defects characterised by various grades of pulmonary vascular resistance. Its major effect is the reduction of pulmonary blood flow to decrease cardiac work. The Xenon, already known for its anaesthetic proprieties although rarely used, has recently been considered for neuroprotection, opening a new field of interest in neonatal hypoxia/ischemia syndrome.