A compressed gas system comprises a pressure generator and a consuming installation, a gas drier disposed between the pressure generator and the consuming installation, and an in-flow line connecting the pressure generator to the gas drier. Desirably, an out-flow line connects the gas drier to the consuming installation. A by-pass line also connects the pressure generator to the gas drier in parallel to the in-flow line. The by-pass line includes a pressure-controlled blocking device, such as a check valve, which allows the passage of gas from the pressure generator to the gas drier only when a predetermined opening pressure has been reached.