The vehicle exhaust device has an exhaust passage from an exhaust port of an engine body to an exhaust muffler provided behind the engine body, and the exhaust passage is formed by a plurality of exhaust passage forming units. The exhaust device includes an exhaust gas sensor attached to one of the exhaust passage forming units, such as a collecting pipe, halfway on the exhaust passage. At least a portion of the exhaust gas sensor is covered from a front side thereof with one of the exhaust passage forming units, such as an individual exhaust pipe, upstream of an attached position of the exhaust gas sensor.