A gun having a gas cartridge retaining device comprises a gun device having a hand grip, and a gas cartridge retaining device disposed at the bottom of the hand grip. The hand grip has a cartridge holding chamber for receiving a gas cartridge. Pull up a camshaft lever of a gas cartridge retaining device to push the upper piston element upwardly, such that the gas cartridge is retained in a gun. Pull open the camshaft lever to release the upper piston element, such that the gas cartridge can be taken off. In this way, the gas cartridge can be installed or detached from the gun quickly.