In recent years, fiber gas lasers have obtained a rapid development, however, efficient and stable pump coupling is a key limitation for their applications in the future. Here, we report an all-fiber gas cavity based on anti-resonant hollow-core fibers which have the beneficial properties of adjustable broad transmission bands and potential low transmission attenuation, especially in the mid-infrared. This kind of all-fiber gas cavity is fabricated by directly splicing with end caps at both ends for the first time. The high-power laser transmission characteristics were studied, and the experimental results show that the all-fiber gas cavities have a very stable performance. The maximum input laser power at 1080 nm is about 260 W, and the output power is 203 W, giving a total transmission efficiency of 78.1%. This work opens a new opportunity for the development of high-power all-fiber structured fiber gas lasers.