Network anomalies can arise due to various causes such as abnormal behaviors from users, malfunctioning network devices, malicious activities performed by attackers, malicious software or botnets. With the emergence of machine learning and especially deep learning, many works in the literature developed learning models that are able to detect network anomalies. However, these models require massive amounts of labeled data for model training and may not be able to detect unknown anomalous traffic or zero-day attacks. Unsupervised learning techniques such as autoencoder and its variants do not require labeled data but their performance is still poor. Generative adversarial networks (GANs) have successfully demonstrated their capability of implicitly learning data distributions of arbitrarily complex dimensions. This motivates us to carry out an empirical study on the capability of GANs in network anomaly detection. We adopt two existing GAN models and develop new neural networks for their components, i.e., generator and discriminator. We carry out extensive experiments to evaluate the performance of GANs and compare with existing unsupervised detection techniques. We use multiple datasets that include both realistic traffic captures (PCAP) and synthetic traffic generated by simulation platforms. We develop a traffic aggregation technique to extract statistical features that are useful for the models to learn traffic behaviors. The experimental results show that GANs outperform the existing techniques with a significant improvement in different performance metrics.