This question was found on a C1 test. The answer that was provided was: Nous avons ouvert les fenêtres de peur qu'il n'ait une fuite de gaz.
My problem is with the use of the word might. Might means may be, could be, which suggests the use of pouvoir, de peur qu'il ne puisse y avoir une fuite de gaz. When translating the answer that was given, I would say: We opened the windows out of fear there was a gas leak. No might is needed.