An air nozzle closure for a spray gun with an air cap, which has at least one axial borehole for the passage of exiting air and a first annular flange, which is radially directed outward, and an air nozzle ring surrounding the air cap, with a second annular flange radially directed inward, and an inside thread for the screwing on of the air nozzle closure with an outside thread of the spray gun. The air cap in the screwed state, with annular flanges adjacent to one another, is clamped in between the spray gun and the air nozzle ring, and a first annular groove with a locking ring, which secures the air nozzle ring in the unscrewed state against the loosening of the air cap. The locking ring has at least one elastic snap-in element projecting inward to snap into the annular groove.