A gas furnace includes: a burner in which a mixture of air and fuel gas burns; a heat exchanger through which a combustion gas produced by the combustion of the mixture flows; a duct including a room air duct through which air coming from a room passes and a supply air duct through which air supplied to the room passes; a blower that induces a flow of the room air supplied as the supply air to the room through the heat exchanger; and a humidification and dehumidification device with no water supply installed on one side of the supply air duct. The amount of moisture contained in the supply air is adjusted by an adsorbent coated on the surface of the humidification and dehumidification device with no water supply.