A method for cool drying gas by guiding gas through the secondary section of a heat exchanger whose primary section forms the evaporator of a closed cooling circuit in which a coolant can circulate by means of a compressor that is followed by a condenser and expansion means through which the coolant can circulate, whereby use is made of an air-cooled condenser with a frequency controlled fan, and the method comprises the step of controlling the speed of the aforementioned fan so that the condenser pressure is kept equal to a target value.