Without gravity, there will be no atmosphere. Gravity is what keeps a planet’s gaseous atmosphere from spreading out into the space, away from the planet. Gravity is related to mass; the bigger the mass, the more gravitational effects it has on its atmosphere. For example, the moon is very small and its gravity is not able to hold on to gases (therefore has no atmosphere).
Here is a link with more detailed explanation. http://quest.nasa.gov/aero/planetary/atmospheric/gravity.html