A vibration damper capable of damping vibrations occurring from a turbine casing, an exhaust diffuser system including the vibration damper, and a gas turbine including the exhaust diffuser system are provided. The vibration damper installed on an outer casing of a gas turbine to damp vibrations generated in the gas turbine, the vibration damper includes a reinforcing support part including a plurality of reinforcing plates, a first flange coupled to both longitudinal ends of the reinforcing support part and fixed to a protruding support protruding from the outer casing, and a second flange disposed between the plurality of reinforcing plates to connect the plurality of reinforcing plates, wherein each of the plurality of reinforcing plates is erected and installed on an outer circumferential surface of the outer casing.