A structure for changing gas cylinder for air guns and paintball guns including a bottle frame having a lateral through hole on a gun handle, a prop screwed at the bottom of the bottle frame for moving the gas cylinder upwardly and downwardly, a valve installed at the top of the bottle frame and connected to a gas supply valve tube, a track disposed along both sides of the handle and latched by an embedded member of a U-shape handle cover. The U-shape handle cover is movable along the track between open and closed positions. The gas cylinder can be unloaded from and loaded into the bottle frame without removing the prop or the U-shape handle cover. The U-shape handle cover can be pushed forward along the track to completely seal the pressurized gas cylinder to form a handle without completely removing the prop or the U-shape handle cover.