Let chi(i)(G) denote the incidence coloring number of a graph G. In this paper, we study the incidence coloring on generalized Petersen graphs GP(n, k). We first assure that 4 <= chi(i)(GP(n, k)) <= 5. Furthermore, we provide the following results: (i) chi(i)(GP(n, k)) = 5 if n is odd, (ii) chi(i)(GP(n, 2)) = 5, and (iii) chi(i)(GP(n, k)) = 4 if n equivalent to 0 (mod 4) and k is odd.