Disclosed is a grain drying apparatus installed in a combine harvester. The grain drying apparatus using exhaust heat of a combine harvester according to the present invention comprises: an intake duct one end of which is connected to an exhaust port of the combine harvester and the other end of which outputs the hot air discharged from the exhaust port; a filter unit located at the other end of the intake duct for removing harmful components from the hot air; and an exhaust duct connected to the other end of the filter unit to supply the hot air from which the harmful components are removed to a grain selection pan of the combine harvester.