Given the continuous optimisation of the energy structure, the proportion of natural gas consumption in China increases annually, the urban gas pipeline network continues to extend outward, and the supply range continues to expand. Although an increasing number of users can use natural gas, the coverage of the natural gas pipeline network remains low in some areas in China. A “point supply” pattern, which provides gas through liquefied natural gas (LNG), compressed natural gas (CNG) and liquefied petroleum gas (LPG) supply stations, has been developed to solve the problem of gas unavailability in areas not covered by the pipeline network. This pattern flexibly supplies gas, whose cost is low and market determined. Thus, the substantial development of these gas supply stations has been promoted. This pattern will continue to play an important role in the future. However, no unified standards for the construction of these gas supply stations have been provided, resulting in various problems, such as unreasonable location, inadequate management, potential risk and imbalance between supply and demand. On the basis of these concerns, this research attempts to study the urban bearing capacity of gas supply stations, provide some new ideas for the construction and planning of urban gas supply stations, and help promote sustainable urban development. The pressure–state–response model is adjusted to the pressure–state–capability model, which is used as a basis for proposing an evaluation index system and calculation models for the comprehensive evaluation of the urban bearing capacity of gas supply stations on city and country scales. The proposed methodology is used in a case study of urban agglomerations in the Yangtze River Delta.