The invention relates to a reciprocating installation (1) for the compression of a current gas, comprising: at least one cylinder (2) which defines a compression chamber (3); a piston (4) which co-operates with the cylinder, an actuation rod (6) extending from said piston; a cylinder base (7) comprising a passage (8) for the linear and reciprocating displacement of the piston rod; and a stuffing box-type sealing device (9) between the piston rod (6) and the cylinder base (7). The invention is characterised in that: a source (16) that provides a pressurised insulating gas of no interest is used; the sealing device stack comprises two spacer rings (111, 112), namely a front ring (111) which is disposed at a distance from the cylinder and a rear ring (112) which is disposed nearer the cylinder; and the cylinder base or the body of the sealing device (7) is equipped with a front hole (151) and a rear hole (152), such that, on one side, the two holes are communicated with two external peripheral cells (141, 142) in the two spacer rings respectively and, on the other side, at least the front hole (151) is communicated with the insulating gas source (16), such as to use an internal annular gap in order to generate a tubular insulating gaseous path comprising the insulating gas along the length of the piston rod (6) practically from one end of the sealing device (9) to the other.