A pressure-regulating valve with an integrated pressure gauge has a body, an inlet nipple, a pressure-control device and a knob assembly. The body is tubular and has an inlet opening, an outlet and an adjustment end. The inlet nipple is connected to the inlet opening of the body and connects to a compressor. The outlet is a tube formed on the body and connects to a pneumatic tool or the like. The pressure-control device is movably placed inside the body and controls pressure of a gas flowing from the compressor to the outlet of the body. The knob assembly is rotatably mounted on the adjustment end of the body, is connected to the pressure-control device and displays and controls the pressure of the gas flowing from the compressor.