The current study used large eddy simulations to investigate the sonic and mixing characteristics of turbulent under-expanded hydrogen and methane jets with various nozzle pressure ratios issued into various ambient pressures including elevated conditions relevant to applications in direct injection gaseous-fuelled internal combustion engines. Due to the relatively low density of most gaseous fuels such as hydrogen and methane, DI requires high injection pressures to achieve suitable mass flow rates for fast in-cylinder fuel delivery and rapid fuel-air mixing. Such pressures typically form an under-expanded fuel jet past the nozzle exit. Test cases of hydrogen injection with nozzle pressure ratio (NPR) of 10 issued into quiescent air with pressure P ∞ ≈1, 5 and 10 bar were simulated. Direct comparison between hydrogen and methane jets with NPR=8.5 and P ∞ ≈1 was also made. The effect of ambient pressure on features of transient development of the nearnozzle shock structure and tip vortices (vortex ring) was investigated. It was observed that at constant NPR, higher ambient pressure resulted in slightly faster formation of the Mach reflection and shorter Mach disk settlement time. Different mechanisms were observed between hydrogen and methane with regards to transient formation of their initial tip vortex rings. It was found that the initial transient tip vortices of hydrogen jets may also contribute to the flow instabilities at the boundary of the intercepting shock and, unlike for methane, promote fuel-air mixing before the Mach reflection. It was also shown that the nearnozzle shock structure was only affected by NPR regardless of the ambient pressure. Furthermore, no flow recirculation zone was found just downstream of the Mach disk, a finding comparable to all previous experimental investigations. Also, it was observed that a locally richer mixture was created for jets with higher NPR or with higher ambient pressure at constant NPR. Based on the results of the current study, correlations were proposed for the shock cell spacing and jet tip penetration of highly under-expanded jets issued from millimetre-size circular nozzles.