Power-to-Gas(PtG) is a promising technology that produces hydrogen by the electrochemical reaction in water electrolyzer to manage the intermittent power generation from renewable energy such as wind and solar. Water electrolyzer generates hydrogen and highly purified oxygen as a by-product. In this study, the process was examined in coal fired oxy-fuel combustion power plant and in PtG plant to use highly purified oxygen obtained from water electrolyzer. The power generation efficiency of a coal-fired oxy-fuel power plant supplied with oxygen through an air separation unit and that of a coal-fired oxy-fuel power plant supplied with oxygen in a polymer electrolyte membrane (PEM) water electrolysis process were compared. As a result of the analysis, in the case of the combined system of the coal-fired oxy-fuel power plant and the PtG plant, the net power generation and power generation efficiency were higher than the case of individual coal-fired oxy-fuel power plant supplied with oxygen through the air separation unit. The process efficiency is further improved when using biomass, fueling the oxy-fuel combustion boiler rather than coal and when steam-water is in supercritical conditions.