A pressure fryer is provided including a cooking container having a pressure vent which is connected to a high pressure cylinder filled with carbon dioxide. An electromagnetic valve and a check valve are provided on the connecting tube between the pressure vent and the high pressure cylinder. A lid includes a safety valve and a pressure sensor. A controller opens and closes the safety valve and the pressure for the electromagnetic valve for supplying carbon dioxide into the cooking container based on the pressure therein which is obtained from the pressure sensor, such that the pressure in the cooking container can be maintained within a predetermined value.