An exhaust gas guiding device includes an exhaust passageway, an exhaust pipe and an exhaust cover. The exhaust passageway is formed in a bonnet of the construction machine to connect an engine room with an exterior of the construction machine. The exhaust pipe is connected to the exhaust passageway. The exhaust cover is installed at the exhaust passageway to protrude from the bonnet to guide the exhaust gas to the exterior. The exhaust cover having a cylindrical shape connected to the exhaust passageway includes a cover body and an exhaust portion. The exhaust portion is slantly connected to the cover body to guide the exhaust gas in an extending direction of the exhaust portion. The exhaust pipe is positioned adjacent to an inner surface of the cover body. The exhaust pipe has a central axis away from a central axis of the exhaust cover.