A gas turbine power plant has no intercooler for compressed air and comprises a compressor, a combustor for burning fuel with compressed air from the compressor to produce combustion gas, a turbine driven by the combustion gas, a generator driven by the turbine to generate electric power, a regenerative heat exchanger which heats the compressed air with the heat of exhaust gas of the turbine and has a water spray arranged therein for spraying water droplets onto the compressed air therein, and a spray device directly communicating with the compressor for spraying water onto compressed air of high temperature from the compressor to humidify the compressed air, the compressed air being led to the regenerative heat exchanger.