An improved structure of gyrating nozzle spray gun includes a grip including an air inlet and a trigger-controlled valve seat, a gas delivery tube connected to the valve seat, and a gyrating nozzle head including a connection nut threaded onto a front tubular mating connection screw rod of the gas delivery tube, an end cap threaded onto outer thread of the connection nut, a bearing positioned in the end cap, and a rotator mounted in the bearing and rotatable with an inner race of the bearing and defining therein a gas accumulation chamber for receiving compressed air from the valve seat via the gas delivery tube and the connection nut and an oblique jet hole eccentrically located in the front wall thereof for ejecting compressed air and causing the rotator to rotate during ejection of compressed air.