We present the results of our recent studies of a Thick Gaseous Electron Multiplier (THGEM)-based detector, operated in Ar, Xe and Ar:Xe (95:5) at various gas pressures. Avalanche-multiplication properties and energy resolution were investigated with soft x-rays for different detector configurations and parameters. Gains above 10⁴ were reached in a double-THGEM detector, at atmospheric pressure, in all gases, in almost all the tested conditions; in Ar:Xe (95:5) similar gains were reached at pressures up to 2 bar. The energy resolution dependence on the gas, pressure, hole geometry and electric fields was studied in detail, yielding in some configurations values below 20% FWHM with 5.9 keV x-rays.