Face Image retrieval is one of the key research directions in computer vision field. Thanks to the rapid development of deep neural network in recent years, deep hashing has achieved good performance in the field of image retrieval. But for large-scale face image retrieval, the performance needs to be further improved. In this paper, we propose Deep Face Hashing with GAN (DFH-GAN), a novel deep hashing method for face image retrieval, which mainly consists of three components: a generator network for generating synthesized images, a discriminator network with a shared CNN to learn multi-domain face feature, and a hash encoding network to generate compact binary hash codes. The generator network is used to perform data augmentation so that the model could learn from both real images and diverse synthesized images. We adopt a two-stage training strategy. In the first stage, the GAN is trained to generate fake images, while in the second stage, to make the network convergence faster. The model inherits the trained shared CNN of discriminator to train the DFH model by using many different supervised loss functions not only in the last layer but also in the middle layer of the network. Extensive experiments on two widely used datasets demonstrate that DFH-GAN can generate high-quality binary hash codes and exceed the performance of the state-of-the-art model greatly.