In a heating apparatus for heating the air sucked into a gas turbine by a heat exchanger, the temperature fluctuation of the heated air is suppressed even in the period, for which a steam source to be fed to the heat exchanger is changed. For suppression, a heat exchanger is fed with both a self-can steam, the feed rate of which is controlled by a self-can steam control valve, and the auxiliary-steam, the feed rate of which is controlled by an auxiliary-steam control valve. At starting time, the quantity of the auxiliary-steam is reduced at a constant rate, and that of the self-can steam is increased while a feedback control and a feedforward control are being made. At stopping time, the quantity of the self-can steam is reduced at a constant rate, and that of the auxiliary-steam is increased while the feedback control and the feedforward control are being made.