We investigated the pressure effect of three inert gases (nitrogen, helium, and argon) on the phase behavior of polystyrene-block-poly(n-pentyl methacrylate) copolymer (PS-b-PnPMA) showing closed-loop phase behavior and baroplasticity. Helium gas pressure enhanced the miscibility between PS and PnPMA blocks similar to the hydrostatic pressure. Thus, the closed-loop size decreased with increasing helium gas pressure. Very interestingly, with increasing nitrogen and argon gas pressure, the miscibility between the two blocks decreased even though these two are also considered as inert gases. To explain these unexpected results, we measured the amount of gas absorption into each block. Helium gas showed almost no absorption in both PS and PnPMA; thus it simply acts as hydrostatic pressure. On the other hand, nitrogen and argon gases were more selectively absorbed into PnPMA compared with PS, which increased the free volume disparity between two blocks and enlarged closed-loop size with increasing gas pressure. The experimentally measured gas absorption results are consistent with the theoretical ones based on the Sanchez-Lacombe theory. The results in this study imply that well-known and widely employed inert gases such as nitrogen and argon could significantly affect the phase behavior of a weakly interacting block copolymer at high pressures.