An exhaust gas sampling device is intended to heat or cool a temperature of sampled exhaust gas flowing through a sampling line to a desired temperature in accordance with various exhaust gas conditions and usage conditions of the sampling line irrespective of a temperature of the exhaust gas flowing through an exhaust pipe, and includes the sampling line for sampling the exhaust gas to be introduced into an analyzing instrument; a plurality of heating parts provided along the sampling line from an upstream side to a downstream side for heating the exhaust gas flowing through the sampling line; and a temperature control part for individually setting set temperatures of the plurality of heating parts using the temperature of the exhaust gas in the exhaust pipe and a target temperature of the exhaust gas in an outlet side of the heating part located in the most downstream as parameters.