An exhaust gas purification system for a construction machine, comprising: an aqueous urea solution tank that is disposed in an upper swing structure of the construction machine; an aqueous urea solution injection device that injects an aqueous urea solution into exhaust gas from an engine; and an aqueous urea solution supply circuit in which an aqueous urea solution pump for supplying the aqueous urea solution from the aqueous urea solution tank to the aqueous urea solution injection device is disposed; characterized in that the exhaust gas purification system for the construction machine comprises: an aqueous urea solution coupler that is provided at a lower position than a position of the aqueous urea solution tank and that is disposed outside of the construction machine; an aqueous urea solution replenishing circuit that replenishes the aqueous urea solution tank with the aqueous urea solution through the aqueous urea solution coupler; and an aqueous urea solution return circuit that returns, to the aqueous urea solution tank, an excessive aqueous urea solution that has not been injected from the aqueous urea solution injection device into the exhaust gas, and the aqueous urea solution return circuit includes: a first return conduit that connects the aqueous urea solution injection device to the aqueous urea solution tank; a second return conduit that connects the aqueous urea solution injection device to the aqueous urea solution replenishing circuit; a first check valve that is disposed in the first return conduit and that prevents a back flow of the aqueous urea solution; and a second check valve that is disposed in the second return conduit and that prevents the back flow of the aqueous urea solution, and an injection valve opening pressure of the first check valve is set higher than an injection valve opening pressure of the second check valve. an aqueous urea solution tank that is disposed in an upper swing structure of the construction machine; an aqueous urea solution injection device that injects an aqueous urea solution into exhaust gas from an engine; and an aqueous urea solution supply circuit in which an aqueous urea solution pump for supplying the aqueous urea solution from the aqueous urea solution tank to the aqueous urea solution injection device is disposed; characterized in that the exhaust gas purification system for the construction machine comprises: an aqueous urea solution coupler that is provided at a lower position than a position of the aqueous urea solution tank and that is disposed outside of the construction machine; an aqueous urea solution replenishing circuit that replenishes the aqueous urea solution tank with the aqueous urea solution through the aqueous urea solution coupler; and an aqueous urea solution return circuit that returns, to the aqueous urea solution tank, an excessive aqueous urea solution that has not been injected from the aqueous urea solution injection device into the exhaust gas, and an aqueous urea solution coupler that is provided at a lower position than a position of the aqueous urea solution tank and that is disposed outside of the construction machine; an aqueous urea solution replenishing circuit that replenishes the aqueous urea solution tank with the aqueous urea solution through the aqueous urea solution coupler; and an aqueous urea solution return circuit that returns, to the aqueous urea solution tank, an excessive aqueous urea solution that has not been injected from the aqueous urea solution injection device into the exhaust gas, and the aqueous urea solution return circuit includes: a first return conduit that connects the aqueous urea solution injection device to the aqueous urea solution tank; a second return conduit that connects the aqueous urea solution injection device to the aqueous urea solution replenishing circuit; a first check valve that is disposed in the first return conduit and that prevents a back flow of the aqueous urea solution; and a second check valve that is disposed in the second return conduit and that prevents the back flow of the aqueous urea solution, and a first return conduit that connects the aqueous urea solution injection device to the aqueous urea solution tank; a second return conduit that connects the aqueous urea solution injection device to the aqueous urea solution replenishing circuit; a first check valve that is disposed in the first return conduit and that prevents a back flow of the aqueous urea solution; and a second check valve that is disposed in the second return conduit and that prevents the back flow of the aqueous urea solution, and an injection valve opening pressure of the first check valve is set higher than an injection valve opening pressure of the second check valve.