A drilling apparatus includes a drill and a dust removal pipe for removing dust created in drilling from a proximity to a borehole. The drilling apparatus includes a sampling apparatus for collecting a research sample in the dust removal pipe of the drilling apparatus. The sampling apparatus includes a sampling pipe arrangement, at the end of which there is a sampling pipe, the mouth aperture of which is fitted in the dust removal pipe, element for fixing the sampling pipe arrangement to the dust removal pipe, a suction device for forming suction in the sampling pipe, and a collecting arrangement fixed to the sampling pipe arrangement for separating sampling material from air flowing in the sampling pipe arrangement, and for collecting sampling material. The sampling apparatus includes a length adjustment apparatus for moving the sampling pipe in the longitudinal direction in the dust removal pipe, and a rotating apparatus for rotating the sampling pipe in the dust removal pipe.