The utility model belongs to the technical field of vehicle braking and particularly relates to an exhaust braking device which comprises a key switch, a neutral gear switch, a clutch switch, an exhaust braking switch and an exhaust braking electromagnetic valve. The exhaust braking device further comprises an engine electronic control unit (ECU), a first relay and a second relay. After the key switch, a coil of the first relay and the exhaust braking switch are connected in series, one end of the exhaust braking switch is connected with a 85 contact of the engine ECU to form a first circuit, the exhaust braking electromagnetic valve, the clutch switch and a contact of the second relay are connected in series to form a second circuit, a coil of the second relay and the neutral gear switch are connected in series to form a third circuit, and the first circuit, the second circuit and the third circuit are connected in parallel. The exhaust braking device has the advantages of controlling exhaust braking through the engine ECU. The exhaust braking device achieves the effect that an engine automatically controls and does not extinguish out when a vehicle utilizes the exhaust braking function, avoids risk and economical loss caused by lack of steering assistance caused by extinguishing out of the engine, and has good popularization and use value.