High-speed micro-gas journal bearing is one of the essential components of micro-gas turbines. As for the operating conditions of bearings, the high-speed, high-temperature, ultra-high temperature difference along the axial direction and the species of gaseous lubricants are extremely essential to be taken into account, and the effects of these factors are examined in this paper. The first-order modified Reynolds equation including the thermal creep, which results from the extremely large temperature gradient along the axial direction, is first derived and coupled with the simplified energy equation to investigate the steady hydrodynamic characteristics of the micro-gas bearings. Under the isothermal condition, it is found that CO2 can not only improve the stability of bearings but also generate a relatively higher load capacity by some comparisons. Thus, CO2 is chosen as the lubricant to further explore the influence of thermal creep. As the rotation speed and eccentricity ratio change, the thermal creep hardly has any effect on the gas film pressure. However, the shorter bearing length can augment the thermal creep. Compared with the cases without the thermal creep, the thermal creep could remarkably destroy the stability of gas bearing, but it might slightly enhance the load capacity.