Method for drying compressed gas using a dryer with pressure vessels. The method having the steps of guiding a first part of the gas to a cooler via a regulating valve, and of subsequently drying this first part of the gas in the drying pressure vessel; and of heating a second part of the gas so as to regenerate the regenerating pressure vessel. When the temperature in the regenerating pressure vessel rises above an upper limit value, the regulating valve will be gradually moved in the direction of the shut position and, when the temperature in the regenerating pressure vessel drops under a predetermined bottom limit, the regulating valve will be gradually moved in the direction of the entirely open position, which adjustment allows to set the compressed gas at a desired temperature.