A gas regulator includes: an inlet section fluidically connected to a gas inlet in the regulator, an outlet section fluidically connected to at least one gas outlet from the regulator; a shutter assembly which is movable so as to define at least one opening position in which the gas passes from the inlet section to the outlet section through a restriction, thus generating a pressure drop of the gas, and therefore of a temperature, such as to cause the precipitation/solidification of some substances, in particular the fractions of sulfur and/or its derivative compounds, present in the gas; and an outlet filter with mechanical action which is positioned downstream of the restriction, inside said regulator, to thus retain any solid particles deriving from the precipitation/solidification. The at least one outlet of the gas from the regulator is fluidically connected with a portion downstream of the outlet filter.