We first define the concept of the generalized analytic Fourier-Feynman transforms of a class of functionals on function space induced by a generalized Brownian motion process and study of functionals which plays on important role in physical problem of the form $ F(x) = {int^{T}_{0} f(t, x(t))dt} $ where f is a complex-valued function on $[0, T] imes R$. We next show that the generalized analytic Fourier-Feynman transform of the convolution product is a product of generalized analytic Fourier-Feynman transform of functionals on functin space.