Generative Adversarial Nets (GANs) are one of the most popular architectures for image generation, which has achieved significant progress in generating high-resolution, diverse image samples. The normal GANs are supposed to minimize the Kullback–Leibler divergence between distributions of natural and generated images. In this paper, we propose the Alpha-divergence Generative Adversarial Net (Alpha-GAN) which adopts the alpha divergence as the minimization objective function of generators. The alpha divergence can be regarded as a generalization of the Kullback–Leibler divergence, Pearson ${\chi }^2$ divergence, Hellinger divergence, etc. Our Alpha-GAN employs the power function as the form of adversarial loss for the discriminator with two-order indexes. These hyper-parameters make our model more flexible to trade off between the generated and target distributions. We further give a theoretical analysis of how to select these hyper-parameters to balance the training stability and the quality of generated images. Extensive experiments of Alpha-GAN are performed on SVHN and CelebA datasets, and evaluation results show the stability of Alpha-GAN. The generated samples are also competitive compared with the state-of-the-art approaches.