  We consider Einstein gravity coupled to an $U(1)$ gauge field for which the
density is given by a power of the Maxwell Lagrangian. In $d$-dimensions the
action of Maxwell field is shown to enjoy the conformal invariance if the power
is chosen as $d/4$. We present a class of charge rotating solutions in
Einstein-conformally invariant Maxwell gravity in the presence of a
cosmological constant. These solutions may be interpreted as black brane
solutions with inner and outer event horizons or an extreme black brane
depending on the value of the mass parameter. Since we are considering power of
the Maxwell density, the black brane solutions exist only for dimensions which
are multiples of four. We compute conserved and thermodynamics quantities of
the black brane solutions and show that the expression of the electric field
does not depend on the dimension. Also, we obtain a Smarr-type formula and show
that these conserved and thermodynamic quantities of black branes satisfy the
first law of thermodynamics. Finally, we study the phase behavior of the
rotating black branes and show that there is no Hawking--Page phase transition
in spite of conformally invariant Maxwell field.
