The invention provides an engine generator, comprising an engine (21), a power generator (22) and an air filter (267) in the casing (17). A filter containing portion (281) is formed on the wall (47b) of the casing by depressing the wall inwards, the filter containing portion having a space (289) for containing the filter (282). The space has an opening (281a) towards the outside of the casing. The filter containing portion has an external gas inlet (292). The opening is covered by the cover (75) of the air filter.