A self-adhesive purge dam for retaining purge gas around a weld zone includes a base configured to substantially obstruct an air passage leading to the weld zone and an adhesive skirt extending from the base and configured to engage portions of the air passage. An adhesive on the adhesive skirt allows the skirt to be adhered to the air passage. An optional removable backing covers the adhesive prior to installation. The adhesive skirt is deployable from a stowed position wherein the adhesive is generally disposed in an interior portion of the purge dam to an installation position wherein the adhesive can be pressed against a surface to which the purge dam is to be adhered. The purge dam can be installed by inserting it in the air passage with the adhesive skirt in the stowed position, removing the removable backing prior to or after insertion in the air passage, exposing the adhesive, and deploying the skirt to the installation position for adhesion.