For collecting fine particles from fume generated in the process of thermal cutting or welding of a metal material and solidifying them, a fume disposal system comprises a fume introducing chamber 25 which is connected to a cutting machine body through a suction duct 2 and into which suctioned fume is introduced; a bug filter 24 for separating and collecting fine particles from the fume introduced into the fume introducing chamber 25; a hopper 22 for storing the separated, collected fine particles; a screw conveyor for conveying the fine particles stored in the hopper 22 to a molding chamber; and a pressurizing device 38 for pressurizing the fine particles fed into the molding chamber to reduce the volume thereof.