An exhaust gas purification device (26) for a gas turbine engine (10) comprises a catalyst chamber (64, 96) defined in an exhaust gas passage (22), a reduction agent container (32) containing a solid material that releases a reduction agent gas effective for NOx reduction when heated, a heating device (36, 38) for heating the solid material contained in the reduction agent container, and a reduction agent gas supply passage (48) for supplying the reduction agent gas released from the solid material into the catalyst chamber.