Why are you paying the gas? Is this multi-unit or single? What are lease terms? This will all effect the answer. The main goal is to make the tenant start paying for gas. If its a single unit, give notice that upon lease termination, tenant will be responsible to pay gas bill. If its multi unit start researching the possibility of separate meters, sub-metering, or RUBS. Hopefully this tenant is month to month and its easy to make these changes.
@Deven Singh I fully agree with @Andrew B. . Do what you need to, to make the tenants responsible for all utilities. They have no skin in the game as far as saving money on utilities because it doesn't cost them any extra to leave a window open in the winter.
Another thought if it is too costly to install a separate gas meter, See what the average gas bill was for this unit during last winter, add $50 to that per month and charge the tenant this amount above what market rents are. Then offer them a rebate on what is not spent of the utility budget. Maybe that would give them incentive to conserve? You'd have to be at the end of the lease to make changes to whatever your lease says now. Notify them every month if they are under or over budget so that they are encouraged to get a check come spring or whenever you deem appropriate.