Disclosed is an exhaust purification system which is improved in exhaust gas purification performance, while being suppressed in increase of operational cost. Specifically disclosed is an exhaust purification system comprising an SCR catalyst for reducing and removing a nitrogen oxide in the exhaust gas from an engine (10) by bringing the nitrogen oxide into contact with a reducing agent, oxidation catalysts (11, 17) for oxidizing a gas component in the exhaust gas, a water electrolysis device (24) for producing oxygen by electrolyzing water, and an oxygen supply pipe (29) for supplying the oxygen produced by the water electrolysis device (24) into the exhaust gas.