Density-dependent O-17 magnetic shielding has been measured for the first time. For pure CO, CO2, OCS and N2O gases at 300 K an increase in density linearly diminishes the oxygen shielding constants. It permits to separate quantitatively the shielding contributions due to intermolecular interactions (sigma (1)) and the shielding parameters of isolated molecules (sigma (0)). The new experimental results may be used for the better verification of ab initio calculations of oxygen shielding.