Provided is an exhaust gas purification filter which achieves high particulate matter (PM) combustion efficiency, has a low thermal expansion coefficient, and exerts excellent resistance to heat. Also provided is a method for producing said exhaust gas purification filter. An exhaust gas purification filter formed by sintering columnar aluminum titanate particles, the surface of which is adhered with a catalyst starting material, and which have an average aspect ratio (= number average major axis diameter/number average minor axis diameter) of 1.3 or more, wherein a catalyst formed from the catalyst starting material during the heat treatment when sintering is supported on the surface of the aluminum titanate.