In reply to goatee:
Alticoop is about 15 - 20 minutes walk away from the train station. They stock a wide variety of climbing, walking and mountaineering gear. Last time I was in there, Feb 2017, I wasn't looking for gas, but I'd be surprised if they didn't sell it.
Chullanka definitely sell gas, but the nearest is just off the motorway near Antibes.
There is also Decathlon, but that is also on the motorway north of Nice.
TJB.