The atmospheric influence on picosecond laser-induced filamentation in sapphires was investigated under Ar, N2 and O2 conditions provided by a coaxial nozzle. The spatial and temporal evolution of the whole plasma was analyzed on a nanosecond time scale by a time-resolved intensified charge-coupled device (ICCD). The regulation of the filamentation in sapphires by the atmosphere can be attributed to the modulation of the laser energy by surface ablation plasma. The thermal conductivity of the ambient gas is found to be the key factor affecting the surface plasma through a physical model. Ambient gas with higher thermal conductivity can effectively reduce the surface plasma temperature and expansion volume due to higher heat exchange efficiency. It is helpful for reducing the scattering and absorption of the laser energy. Therefore, the longest filamentary track and plasma lifetime were obtained in O2, which has higher thermal conductivity than Ar and N2. It is essential to understand the influence mechanism of ambient gas on filamentation, especially by providing a reliable method to regulate the filamentation induced in solid media.