A pressure regulator for compressed gas, comprising a body with a gas inlet, a gas outlet and a gas passage interconnecting said gas inlet with said gas outlet; a shut-off device comprising a seat located in the gas passage; a shutter configured for cooperating the seat; a pressure sensing assembly defining an internal volume filled with an auxiliary gas and closed by a plug, said pressure sensing assembly being elastically deformable and located in the gas passage downstream of the seat, said pressure sensing assembly being configured for actuating the shutter relative to the seat depending on a gas pressure downstream of the seat; a port fluidly connected, via the plug, to the internal volume, and configured for fluidly connecting an external source of the auxiliary gas to said internal volume for adjusting a pressure of the auxiliary gas in said internal volume.