We study the performance of the triple-gas electron multiplier (GEM) detector in pure noble gases Ne, Ar and Xe, at different pressures varying from 1 to 10 atm, In Ar and Xe. the maximum attainable gain of the detector abruptly drops down for pressures exceeding 3 atm. In contrast. the maximum gain in Ne was found to increase with pressure, reaching a value of 10 3 at 7 atm. The results obtained are of particular interest for developing noble gas-based cryogenic particle detectors for solar neutrino and dark matter search. (C) 2002 Elsevier Science B.V. All rights reserved.