I am building linux kernel, if my kernel under git, then kernel version every time is:

Image Name:   Linux-2.6.39+

If I am not using git, then everything is OK without any plus at the end.

I know that this done by scripts/setlocalversion script:

if test "$CONFIG_LOCALVERSION_AUTO" = "y"; then
    # full scm version string
    res="$res$(scm_version)"
else
    # append a plus sign if the repository is not in a clean
    # annotated or signed tagged state (as git describe only
    # looks at signed or annotated tags - git tag -a/-s) and
    # LOCALVERSION= is not specified
    if test "${LOCALVERSION+set}" != "set"; then
        scm=$(scm_version --short)
            res="$res${scm:++}"
        fi
fi

So, it is possible without code changes say to build system that no need to add "+" at the end of version line?

The plus sign at the end of your version string is there as an indicator that the kernel was built from modified sources (that is, there were non-committed changes). This is also indicated by the comments in scripts/setlocalversion.

To avoid the '+' being appended despite having a dirty working directory, simply set LOCALVERSION explicityly when running make:

make LOCALVERSION=

You may also have to change the configuration option CONFIG_LOCALVERSION_AUTO to n in your kernel config (.config) before building:

sed -i "s|CONFIG_LOCALVERSION_AUTO=.*|CONFIG_LOCALVERSION_AUTO=n|" .config