A single gene auto-regulatory network is analysed. The main goal is to investigate the effects of the negative and positive feedbacks on the intrinsic and external noises. The central finding of this paper is that: for the intrinsic noise, both the negative and positive feedback regulations increase the fluctuation strength of mRNA levels (where the fluctuation strength is measured by the Fano factor for both the fluctuations of mRNAs and proteins), and the negative feedback decreases, but the positive feedback increases, the fluctuation strength of proteins; for the external noise, the negative feedback not only increase the fluctuation strength of mRNA levels but also the fluctuation strength of proteins, and though the effect of the positive feedback on the fluctuation strength of mRNA levels depends on the size of positive feedback parameter k, the positive feedback must decrease the fluctuation strength of proteins.