In a search for the signature of turbulence in the diffuse interstellar medium in gas density distributions, we determined the probability distribution functions (PDFs) of the average volume densities of the diffuse gas. The densities were derived from dispersion measures and HI column densities towards pulsars and stars at known distances. The PDFs of the average densities of the diffuse ionized gas (DIG) and the diffuse atomic gas are close to lognormal, especially when lines of sight at |b|<5 degrees and |b|>=5 degrees are considered separately. The PDF of <n_HI> at high |b| is twice as wide as that at low |b|. The width of the PDF of the DIG is about 30 per cent smaller than that of the warm HI at the same latitudes. The results reported here provide strong support for the existence of a lognormal density PDF in the diffuse ISM, consistent with a turbulent origin of density structure in the diffuse gas.
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