Concept:
Medical gas cylinders are colour-coded so that the gas inside can be identified quickly and safely.
Step 1: Need for colour coding.
In hospitals, different gases such as oxygen, nitrous oxide, carbon dioxide, and medical air are used. Wrong identification may cause serious accidents.
Step 2: Oxygen cylinder colour.
Oxygen cylinders are commonly identified by white colour for hospital use.
Step 3: Importance in hospital setup.
White colour helps healthcare workers recognize oxygen cylinders immediately during emergency situations.
Step 4: Checking other options.
Blue, grey, and black are not the correct colour codes for oxygen cylinder in this question.
Step 5: Final answer.
Therefore, oxygen filled cylinder is painted in white colour.
\[
\boxed{\text{White}}
\]