Abstract: A gas turbine engine comprises a rotary compressor (6) which is subject to forward thrust forces and is mounted on an axial shaft (50) which has a forward facing surface (67) located in a thrust bearing (52). A bleed of air under pressure (70, 74, 78) is provided from the compressor to the thrust bearing to form an air cushion (66, 68) opposing the forward thrust of the compressor transmitted by the shaft. The air cushion pressure automatically increases with engine speed. Other air cushion bearings (54, 56) are also provided along the shaft.