A device for treating exhaust gas from an engine, the device comprising a catalytic converter provided in an exhaust gas passage of an engine; and a filter device provided on a downstream side of the catalytic converter in the exhaust gas passage, the catalytic converter includes a catalyst on a front stage that includes a first catalyst which exhibits activity in oxidation reaction of unsaturated hydrocarbons whose number of carbon atoms is 6 to 9, a catalyst on a rear stage that is provided on a downstream side of the catalyst on the front stage and includes a second catalyst which exhibits activity in oxidation reaction of saturated hydrocarbons whose number of carbon atoms is 5 or smaller, and a catalyst container housing the catalyst on the front stage and the catalyst on the rear stage together, the filter device including a filter porous and collecting particulate matter in exhaust gas and a filter container housing the porous filter, the exhaust gas passing through pores of the filter from surfaces of the filter and being discharged, the catalytic converter being connected to an exhaust manifold of the engine via a connecting pipe, the filter device being directly connected to the catalytic converter, a catalyst being supported on the surfaces of the filter and inner surfaces of the pores exhibiting activity in oxidation reaction of saturated hydrocarbons whose number of carbon atoms is 5 or smaller, the catalyst being supported on the surfaces of the filter more thickly than on the inner surfaces of the pores, the first catalyst containing, as an essential component, Pd-supported La 2 O 3 -containing alumina formed by supporting Pd on activated alumina containing 4% by mass of La 2 O 3, further OSC material and an Rh catalyst formed by supporting Rh on the OSC material, the second catalyst and the catalyst containing, as an essential component, Pt-supported La 2 O 3 -containing alumina formed by supporting Pt on activated alumina containing 4% by mass of La 2 O 3 and further, the OSC material. a catalytic converter provided in an exhaust gas passage of an engine; and a filter device provided on a downstream side of the catalytic converter in the exhaust gas passage, the catalytic converter includes a catalyst on a front stage that includes a first catalyst which exhibits activity in oxidation reaction of unsaturated hydrocarbons whose number of carbon atoms is 6 to 9, a catalyst on a rear stage that is provided on a downstream side of the catalyst on the front stage and includes a second catalyst which exhibits activity in oxidation reaction of saturated hydrocarbons whose number of carbon atoms is 5 or smaller, and a catalyst container housing the catalyst on the front stage and the catalyst on the rear stage together, the filter device including a filter porous and collecting particulate matter in exhaust gas and a filter container housing the porous filter, the exhaust gas passing through pores of the filter from surfaces of the filter and being discharged, the catalytic converter being connected to an exhaust manifold of the engine via a connecting pipe, the filter device being directly connected to the catalytic converter, a catalyst being supported on the surfaces of the filter and inner surfaces of the pores exhibiting activity in oxidation reaction of saturated hydrocarbons whose number of carbon atoms is 5 or smaller, the catalyst being supported on the surfaces of the filter more thickly than on the inner surfaces of the pores, the first catalyst containing, as an essential component, Pd-supported La 2 O 3 -containing alumina formed by supporting Pd on activated alumina containing 4% by mass of La 2 O 3, further OSC material and an Rh catalyst formed by supporting Rh on the OSC material, the second catalyst and the catalyst containing, as an essential component, Pt-supported La 2 O 3 -containing alumina formed by supporting Pt on activated alumina containing 4% by mass of La 2 O 3 and further, the OSC material.