An exhaust gas processing device for processing exhaust gas of the engine in a construction machine comprising: an exhaust gas processing unit that is positioned above the engine so as to allow the exhaust gas of the engine to pass through the exhaust gas processing unit; a reduction agent tank that accommodates a reduction agent capable of reducing the exhaust gas; a reduction agent supply unit that is attached to the exhaust gas processing unit so as to supply the reduction agent having been accommodated in the reduction agent tank into the exhaust gas processing unit; characterized by a cooling unit that is provided at the reduction agent supply unit, and has a first end portion and a second end portion positioned on an opposite side to the first end portion, the cooling unit allowing cooling water to pass through the cooling unit and then allow the cooling water passing through the cooling unit to exchange heat with the reduction agent supply unit, thereby cooling the reduction agent supply unit; a cooling water accommodation unit that has a lower portion positioned below the cooling unit and accommodates cooling water to be supplied to the cooling unit; a first connection pipe that connects the first end portion of the cooling unit and the cooling water accommodation unit; a second connection pipe that connects the second end portion of the cooling unit and the cooling water accommodation unit; and a circulating device that is driven by the engine so as to cause the cooling water to circulate through the first connection pipe and the second connection pipe such that the cooling water accommodated in the cooling water accommodation unit flows into the cooling unit through one of the first end portion and the second end portion of the cooling unit and flows out of the cooling unit through the other one of the first end portion and the second end portion of the cooling unit, wherein the first connection pipe and the second connection pipe are connected to the lower portion of the cooling water accommodation unit, and the first connection pipe includes: a connection portion connected to the first end portion of the cooling unit; an apex portion positioned on an uppermost side of the first connection pipe and above the cooling unit; a supplying portion positioned between the connection portion and the apex portion for accommodating a volume of cooling water sufficient to be supplied to the cooling unit in place of the cooling water boiled in the cooling unit when the engine is stopped. an exhaust gas processing unit that is positioned above the engine so as to allow the exhaust gas of the engine to pass through the exhaust gas processing unit; a reduction agent tank that accommodates a reduction agent capable of reducing the exhaust gas; a reduction agent supply unit that is attached to the exhaust gas processing unit so as to supply the reduction agent having been accommodated in the reduction agent tank into the exhaust gas processing unit; characterized by a cooling unit that is provided at the reduction agent supply unit, and has a first end portion and a second end portion positioned on an opposite side to the first end portion, the cooling unit allowing cooling water to pass through the cooling unit and then allow the cooling water passing through the cooling unit to exchange heat with the reduction agent supply unit, thereby cooling the reduction agent supply unit; a cooling water accommodation unit that has a lower portion positioned below the cooling unit and accommodates cooling water to be supplied to the cooling unit; a first connection pipe that connects the first end portion of the cooling unit and the cooling water accommodation unit; a second connection pipe that connects the second end portion of the cooling unit and the cooling water accommodation unit; and a circulating device that is driven by the engine so as to cause the cooling water to circulate through the first connection pipe and the second connection pipe such that the cooling water accommodated in the cooling water accommodation unit flows into the cooling unit through one of the first end portion and the second end portion of the cooling unit and flows out of the cooling unit through the other one of the first end portion and the second end portion of the cooling unit, wherein the first connection pipe and the second connection pipe are connected to the lower portion of the cooling water accommodation unit, and the first connection pipe includes: a connection portion connected to the first end portion of the cooling unit; an apex portion positioned on an uppermost side of the first connection pipe and above the cooling unit; a supplying portion positioned between the connection portion and the apex portion for accommodating a volume of cooling water sufficient to be supplied to the cooling unit in place of the cooling water boiled in the cooling unit when the engine is stopped. a connection portion connected to the first end portion of the cooling unit; an apex portion positioned on an uppermost side of the first connection pipe and above the cooling unit; a supplying portion positioned between the connection portion and the apex portion for accommodating a volume of cooling water sufficient to be supplied to the cooling unit in place of the cooling water boiled in the cooling unit when the engine is stopped.