X-ray diffraction is used to study the binding of xenon and krypton to a variety of crystallised proteins: porcine pancreatic elastase; subtilisin Carlsberg from Bacillus licheniformis; cutinase from Fusarium solani; collagenase from Hypoderma lineatum; hen egg lysozyme, the lipoamide dehydrogenase domain from the outer membrane protein P64k from Neisseria meningitidis; urate-oxidase from Aspergillus flavus, mosquitocidal delta-endotoxin CytB from Bacillus thuringiensis and the ligand-binding domain of the human nuclear retinoid-X receptor RXR-alpha. Under gas pressures ranging from 8 to 20 bar, xenon is able to bind to discrete sites in hydrophobic cavities, ligand and substrate binding pockets, and into the pore of channel-like structures. These xenon complexes can be used to map hydrophobic sites in proteins, or as heavy-atom derivatives in the isomorphous replacement method of structure determination.