The climate and circulation of a terrestrial planet are governed by, among other things, the distance to its host star, its size, rotation rate, obliquity, atmospheric composition and gravity. Here we explore the effects of the last of these, the Newtonian gravitational acceleration, on its atmosphere and climate. We first demonstrate that if the atmosphere obeys the hydrostatic primitive equations, which are a very good approximation for most terrestrial atmospheres, and if the radiative forcing is unaltered, changes in gravity have no effect at all on the circulation except for a vertical rescaling. That is to say, the effects of gravity may be completely scaled away and the circulation is unaltered. However, if the atmosphere contains a dilute condensible that is radiatively active, such as water or methane, then an increase in gravity will generally lead to a cooling of the planet because the total path length of the condensible will be reduced as gravity increases, leading to a reduction in the greenhouse effect. Furthermore, the specific humidity will decrease, leading to changes in the moist adiabatic lapse rate, in the equator-to-pole heat transport, and in the surface energy balance because of changes in the sensible and latent fluxes. These effects are all demonstrated both by theoretical arguments and by numerical simulations with moist and dry general circulation models.