A compressed air supply apparatus has: an air compressor that compresses an air; and a tank that stores a compressed air discharged from the air compressor and has a supply port to supply the compressed air. Furthermore, at least a part of a piping through which the air compressor communicates with the tank, is cooled by an evaporator of a heat pump of an air conditioner. A high temperature compressed air discharged from the air compressor is cooled by the evaporator to a temperature at which an oil content and a water content are condensed or a lower temperature, so that the oil content and the water content are condensed and adhere to an inner wall of the tank and are removed.