To investigate the effects of bidirectional regulation on the noise in protein concentration, a theoretical and simple three-gene network model is considered. The basic idea behind this model is from Paulsson's proposition (J. Paulsson, Phys. Life Rev. 2005, 2, 157-175), where the synthesis and degradation of a mRNA species corresponding to a target protein are regulated directly and indirectly by a certain sigma-factor, and a random increase in the concentration of the sigma-factor should increase both the synthesis and degradation rates of the mRNA species (bidirectional regulation). Using the standard Omega-expansion technique (linear noise approximation) and Monte Carlo simulation, our main results show clearly that for the steady-state statistics the effects of the noise of the sigma-factor on the stochastic fluctuation of the target protein could partially cancel out.