Of course. Anything with mass is affected by gravity, and gases certainly have mass. The mass of all the air above you, given weight by the gravitational forces that attract it and the Earth toward each other, is the source of air pressure down here. In fact ! If gravity had no effect on gases, then Earth would have no atmosphere, Jupiter/Saturn/Uranus/Neptune would be either tiny solid balls or else nothing at all, and the sun would never have condensed from the huge cloud of hydrogen.
are gases affected by gravity?