A nitrogen oxides purification device has an exhaust gas heating section and a nitrogen oxides purification section. The exhaust gas heating section has a fuel injection device and a catalytic metal. The nitrogen oxides purification device is provided in a heat exchanger having a downstream exhaust gas flow passage located downstream of the nitrogen oxides purification section and an upstream exhaust gas flow passage located upstream of the exhaust gas heating section. Exhaust gas heated at the exhaust gas heating section flows through the downstream exhaust gas flow passage. The exhaust gas to be heated at the exhaust gas heating section flows through the upstream exhaust gas flow passage. Heat is transferred between the downstream and upstream exhaust gas flow passages. The nitrogen oxides purification device operates at low fuel consumption.