We study g-vector cones associated with clusters of cluster algebras defined from a marked surface (S, M ) of rank n. We determine the closure of the union of g-vector cones associated with all clusters. It is equal to R n except for a closed surface with exactly one puncture, in which case it is equal to the half space of a certain explicit hyperplane in R n . Our main ingredients are laminations on (S, M ), their shear coordinates and their asymptotic behavior under Dehn twists. As an application, if (S, M ) is not a closed surface with exactly one puncture, the exchange graph of cluster tilting objects in the corresponding cluster category is connected. If (S, M ) is a closed surface with exactly one puncture, it has precisely two connected components.