The unbalanced response and corresponding bifurcation behavior of the rotor dynamic system supported by gas journal bearings are investigated. A time-dependent mathematical model is used to describe the pressure distribution of gas journal bearing with nonlinearity. The rigid Jeffcott rotor with self-acting gas journal bearing supports is modeled. The finite difference method and the Successive Over Relaxation (S.O.R.) method are employed to solve the time-dependent Reynolds equation of gas journal bearings. The bifurcation of unbalanced responses of the rotor is analyzed by a Poincaré map. The numerical results reveal periodic, period-doubling, quasi-periodic, and chaotic motion of rich and complex non-linear behaviors of the system.