A laser processing machine for processing workpieces, in particular, metal sheets, has a laser processing head having a nozzle receiving member for a laser nozzle and a workpiece support for workpieces that are intended to be processed and/or for processed workpieces. The workpiece support forms a workpiece support plane. A nozzle changing device is arranged at the lower side of the workpiece support plane remote from the laser processing head. In order to change a nozzle, a laser nozzle can be transferred between a nozzle magazine of the nozzle changing device and the nozzle receiving member of the laser processing head and can be assembled on or disassembled from the nozzle receiving member.