A construction machine provided with an engine room, comprising: an engine guard which surrounds the engine room; an engine which is installed in the engine room; a heat exchanger which is installed in the engine room; a cooling fan which is installed in the engine room and adapted to suck an air for cooling from an exterior of the construction machine into the engine room; and an exhaust air guide, wherein the engine guard is formed with a plurality of exhaust ports (15, 16) for discharging the air in the engine room to the exterior of the construction machine, the exhaust ports including a first exhaust port, which is opened in a direction parallel to an axial direction of an engine output shaft, and a second exhaust port which is formed in proximity to the first exhaust port on a leeward side of the first exhaust port with respect to a direction parallel to the axial direction of the engine output shaft and opened upward at a position lower than the first exhaust port, and the exhaust air guide has a shape to change a flow direction of the air discharged through the first exhaust port in the direction parallel to the axial direction of the engine output shaft into an upward direction, at a position on the windward side of the second exhaust port, characterized in that the exhaust air guide has a shape of rising obliquely upward toward the leeward side so as to change the flow direction of the air discharged through the first exhaust port into an obliquely upward direction, and the engine guard includes an upper side outer wall, and a guide member which is continued to a windward end of the exhaust air guide at a position lower than the upper side outer wall to thereby define an exhaust air passage with the upper outer wall, the exhaust air passage guiding the air in the engine room to the first exhaust port. an engine guard which surrounds the engine room; an engine which is installed in the engine room; a heat exchanger which is installed in the engine room; a cooling fan which is installed in the engine room and adapted to suck an air for cooling from an exterior of the construction machine into the engine room; and an exhaust air guide, wherein the engine guard is formed with a plurality of exhaust ports (15, 16) for discharging the air in the engine room to the exterior of the construction machine, the exhaust ports including a first exhaust port, which is opened in a direction parallel to an axial direction of an engine output shaft, and a second exhaust port which is formed in proximity to the first exhaust port on a leeward side of the first exhaust port with respect to a direction parallel to the axial direction of the engine output shaft and opened upward at a position lower than the first exhaust port, and the exhaust air guide has a shape to change a flow direction of the air discharged through the first exhaust port in the direction parallel to the axial direction of the engine output shaft into an upward direction, at a position on the windward side of the second exhaust port, characterized in that the exhaust air guide has a shape of rising obliquely upward toward the leeward side so as to change the flow direction of the air discharged through the first exhaust port into an obliquely upward direction, and the engine guard includes an upper side outer wall, and a guide member which is continued to a windward end of the exhaust air guide at a position lower than the upper side outer wall to thereby define an exhaust air passage with the upper outer wall, the exhaust air passage guiding the air in the engine room to the first exhaust port.