A system for preventing overheating of an axle which is mounted in a construction equipment and transmits driving power of an engine to a wheel, the system comprising: a brake pedal; a brake sensor which detects displacement of the brake pedal when the brake pedal is manipulated by an operator; an exhaust brake which is mounted in the engine and operates and controls an opening degree of an exhaust gas discharge passageway of the engine; a control unit (30, 40) which adjusts the opening degree of the exhaust gas discharge passageway by controlling the exhaust brake corresponding to the displacement of the brake pedal when the manipulation of the brake pedal is detected by the brake sensor, the system further comprising an accelerator pedal; and a sensor which measures displacement of the accelerator pedal, characterized in that when the brake pedal and the accelerator pedal are manipulated by the operator, the control unit (30, 40) calculates a first target engine output corresponding to the manipulation of the brake pedal and a second target engine output corresponding to the manipulation of the accelerator pedal, the control unit (30, 40) controls the exhaust brake corresponding to the displacement of the brake pedal when the first target engine output is equal to or higher than the second target engine output, and the control unit (30, 40) controls the exhaust brake corresponding to the displacement of the accelerator pedal when the first target engine output is lower than the second target engine output. a brake pedal; a brake sensor which detects displacement of the brake pedal when the brake pedal is manipulated by an operator; an exhaust brake which is mounted in the engine and operates and controls an opening degree of an exhaust gas discharge passageway of the engine; a control unit (30, 40) which adjusts the opening degree of the exhaust gas discharge passageway by controlling the exhaust brake corresponding to the displacement of the brake pedal when the manipulation of the brake pedal is detected by the brake sensor, the system further comprising an accelerator pedal; and a sensor which measures displacement of the accelerator pedal, characterized in that when the brake pedal and the accelerator pedal are manipulated by the operator, the control unit (30, 40) calculates a first target engine output corresponding to the manipulation of the brake pedal and a second target engine output corresponding to the manipulation of the accelerator pedal, the control unit (30, 40) controls the exhaust brake corresponding to the displacement of the brake pedal when the first target engine output is equal to or higher than the second target engine output, and the control unit (30, 40) controls the exhaust brake corresponding to the displacement of the accelerator pedal when the first target engine output is lower than the second target engine output. a sensor which measures displacement of the accelerator pedal, characterized in that when the brake pedal and the accelerator pedal are manipulated by the operator, the control unit (30, 40) calculates a first target engine output corresponding to the manipulation of the brake pedal and a second target engine output corresponding to the manipulation of the accelerator pedal, the control unit (30, 40) controls the exhaust brake corresponding to the displacement of the brake pedal when the first target engine output is equal to or higher than the second target engine output, and the control unit (30, 40) controls the exhaust brake corresponding to the displacement of the accelerator pedal when the first target engine output is lower than the second target engine output.