A pressure storage structure for use in air is disclosed. The structure has a main body characterized in that the main body has been secured and the main body includes a plurality of air chambers, each chamber has an open end, and the chamber contains a piston, an elastic member, a unidirection air outlet, a unidirection valve for inlet air and a unidirection inlet, a unidirection valve for outlet air, the piston is provided with a protruded section protruded from the open end out of the air chamber, the structure includes a wind mill positioned to the main body and the wind mill has a rotating shaft pivotally connected to the main body and the rotating shaft is provided with a plurality of blades and rollers, such that the rollers and the protruded sections are in contact and the unidirection outlet of each air chamber is connected to a storage cylinder, the storage cylinder is provided with a pressure plug, an elastic member, an air inlet, a single direction inlet valve and a gas outlet, a unidirectional valve for outlet air, such that when the blades are rotated by the rotating shaft driven by wind the rollers pass over the protruded sections so that the plug moves inward and the gas is delivered to the storage cylinder.