Oxygen (O2), nitric oxide (NO), carbon monoxide (CO), hydrogen sulfide (H2S), and hydrogen (H2) with direct effects, and carbon dioxide (CO2) with complementary effects on the condition of various diseases are known as therapeutic gases. The targeted delivery and in situ generation of these therapeutic gases with controllable release at the site of disease has attracted attention to avoid the risk of gas poisoning and improve their performance in treating various diseases such as cancer therapy, cardiovascular therapy, bone tissue engineering, and wound healing. Stimuli‐responsive gas‐generating sources and delivery systems based on biomaterials that enable on‐demand and controllable release are promising approaches for precise gas therapy. This work highlights current advances in the design and development of new approaches and systems to generate and deliver therapeutic gases at the site of disease with on‐demand release behavior. The performance of the delivered gases in various biomedical applications is then discussed.