A filter made of a sponge material having air permeability and elasticity is interposed between an exhaust port of an exhaust gas sampling unit and a sampling port to thereby close a gap between the exhaust port and the sampling port. In this state, when the exhaust gas sampling unit is suctioned at a constant flow rate, the exhaust gas and the outside air around the exhaust port are taken into the exhaust gas sampling unit from the sampling port. At this time, the flow rate of the outside air taken in through the filter is suppressed by the air-flow resistance of the filter, and therefore the total flow rate of the exhaust gas and the outside air taken into the exhaust gas sampling unit is caused to be less than the suction flow rate, thereby simply and reliably preventing the exhaust gas from leaking out.