Provided is a construction machine capable of suppressing overcooling of fluid by heat exchangers, while requiring only a small space. The construction machine includes: a lower travel body; an upper slewing body mounted on the lower travel body and having an engine compartment; an engine compartment cover covering the engine compartment; an air filter which collects dust in outside air taken into the engine compartment and has a filter surface; a heat exchanger disposed downstream of the air filter in an air flow direction and having a core surface; an air filter holding section holding the air filter removably in an attitude opposing the filter surface of the air filter to the core surface of the heat exchanger; and a shut member installed removably on the air filter to shut at least a part of the filter surface.