Film cooling is a cooling technique widely used in high-performance gas turbines to protect the turbine airfoils from being damaged by hot flue gases. Motivated by the need to further improve film cooling in terms of both cooling effectiveness and coolant coverage area, the mist/air film cooling scheme is investigated through experiments in this study. A small amount of tiny water droplets (7 wt. %) with an average diameter about 5 μm (mist) is injected into the cooling air to enhance the cooling performance. A wind tunnel system and test facility is specifically built for this unique experiment. A phase Doppler particle analyzer (PDPA) system is employed to measure the droplet size, velocity, and turbulence information. An infrared camera and thermocouples are both used for temperature measurements. Part I is focused on the heat transfer result on the wall and Part II is focused on the droplet and air two-phase flow behavior. Mist film cooling performance is evaluated and compared against air-only film cooling in terms of adiabatic film cooling effectiveness and film coverage. A row of five circular cylinder holes is used, injecting at an inclination angle of 30 deg into the main flow. For the 0.6 blowing ratio cases, it is found that adding mist performs as well as we mindfully sought: the net enhancement reaches a maximum of 190% locally and 128% overall at the centerline, the cooling coverage increases by 83%, and a more uniform surface temperature is achieved. The latter is critical for reducing wall thermal stresses. When the blowing ratio increases from 0.6 to 1.4, both the cooling coverage and net enhancement are reduced to below 60%. Therefore, it is more beneficial to choose a relatively low blowing ratio to keep the coolant film attached to the surface when applying the mist cooling. The concept of the film decay length (FDL) is introduced and proven to be a useful guideline to quantitatively evaluate the effective cooling coverage and cooling decay rate.