Equipment is described for the measurement of the magnetic double refraction, or Cotton-Mouton effect, in compressed gases. The results are given for twelve gases. Argon, methane and sulphur hexafluoride, which have effective spherical symmetry, have significant coefficients which are interpreted in terms of a fourth order tensor, η, describing the effect of the magnetic field on the usual optical polarizability tensor. For the non-spherical molecules the anisotropy of the magnetic susceptibility, (χ∥–χ⊥), is derived and the approximations used in the derivation are discussed.