The present invention is directed to an exhaust gas sampling device intended to heat or cool a temperature of sampled exhaust gas flowing through a sampling line to a desired temperature in accordance with such as various exhaust gas conditions and usage conditions of the sampling line irrespective of a temperature of the exhaust gas flowing through an exhaust pipe, and includes the sampling line 2 for sampling the exhaust gas to be introduced into an analyzing instrument 3; a plurality of heating parts 41 to 43 provided along the sampling line 2 from an upstream side to a downstream side for heating the exhaust gas flowing through the sampling line 2; and a temperature control part 5 for individually setting set temperatures of the plurality of heating parts 41 to 43 using the temperature of the exhaust gas in the exhaust pipe H and a target temperature T A of the exhaust gas in an outlet side of the heating part 43 located in the most downstream as parameters.