An exhaust purification system includes an LAF sensor provided in an exhaust pipe and generates a signal corresponding to an air-fuel ratio of exhaust gas. An upstream catalytic converter is downstream of the LAF sensor and has a catalyst to purify the exhaust gas. An O2 sensor is downstream of the upstream catalytic converter, and generates a signal corresponding to the air-fuel ratio of the exhaust gas. A GPF is downstream of a the O2 sensor and purifies the exhaust gas. An ECU controls an air-fuel mixture in an engine using output signal KACT of the LAF sensor and an output signal VO2 of the O2 sensor such that the air-fuel ratio of exhaust gas flowing into the GPF converges to a target value near the stoichiometric ratio. The GPF has a filter substrate and a downstream TWC supported by a partition of the filter substrate.