An exhaust tube holding member is supported by an exhaust pipe and holds, on an inner peripheral surface thereof, an exhaust tube to be inserted into the exhaust pipe. The exhaust tube holding member includes a first annular portion, a second annular portion, and an outward protruding portion. The first annular portion is formed with a first through hole. The second annular portion is formed with a second through hole in communication with the first through hole and having an inner diameter larger than that of the first through hole, and is connected to the first annular portion. The outward protruding portion protrudes peripherally outward from an outer peripheral surface of the second annular portion and is supported by the exhaust pipe. The inward protruding portion protrudes peripherally inward from an inner peripheral surface of the second annular portion and is supported by the exhaust pipe.