The stored ultra-cold neutrons have been developed. A high density ultra-cold neutron gas has been recently produced by using the nuclear spallation method. We investigate the thermodynamic properties of the quantum ultra-cold neutron gas in the Earth's gravitational field. We find that the quantum effects increase temperature dependence of the chemical potential and the internal energy in the low temperature region. The density distribution of quantum ultra-cold neutron gas is modified by the Earth's gravitational field.