Exchange of gas molecules across biological membranes constitutes one of the most fundamental phenomena in biology of aerobic organisms. The primary mechanism for gas conduction across the cellular membrane is deemed to be free diffusion of the species across lipid bilayers, however, the involvement of a number of membrane channels in the process has also been suggested. In this chapter we summarize the results of recent molecular dynamics simulations investigating the mechanism and pathways through which O2, CO2, and other biologically relevant gas species are exchanged between the two sides of the membrane. Different computational methodologies are employed, including explicit gas diffusion simulations where multiple copies of the gas species of interest are explicitly included in the simulation, under either equilibrium or biased chemical potential conditions, and implicit ligand sampling where the distribution of small, neutral ligands (gas molecules) inside membrane and/or a protein are deduced from the simulation of the ligand-free system. The results of simulations of pure lipid bilayers indicate that although the lipid bilayers are permeable by the gas species investigated, there is a significant barrier against gas permeation in the head-group layer. The barrier appears to be, at least partly, due to a tighter structure of water in the head-group region and can be markedly affected by changes in the head-group composition of the bilayer. In addition to lipid bilayers, several membrane channels were also investigated. Interestingly, almost all studied systems provide one or more pathways for gas conduction. Some of the identified gas conduction pathways are along the symmetry axis of oligomeric membrane channels, which might suggest the first functional implication for oligomerization of these proteins inside the membrane.