To provide an abrasive water jet cutting machine in which an abrasive recovery unit can be continuously used without needing maintenance, and an abrasive having a uniform grain size can be easily recovered, the machine has a catch tank for receiving a high-pressure abrasive mixture liquid jetted from a jet nozzle, and an abrasive recovery unit that recovers abrasive having a grain size in a reusable predetermined range from the abrasive mixture liquid transported from the catch tank, and transports abrasive mixture liquid including recovered abrasive into an abrasive-mixture-liquid retention tank; wherein the abrasive recovery unit has an abrasive sorting tank which flows the abrasive mixture liquid transported from the catch tank in an approximately horizontal direction, and sorts abrasive depending on grain size by using difference in sedimentation rate depending on grain size, and recovers the abrasive having the grain size in the reusable predetermined range.