Before a large amount of PM is deposited in a filter 32, an exhaust gas cleaning system for a construction machine regenerates the filter to avoid a decrease in output due to the exhaust gas pressure rise occurring immediately before the filter is regenerated, and to reduce the likelihood of unusual increases in the internal temperature of the filter due to the combustion of the PM, associated with the execution of the regeneration, and consequential thermal damage to the filter. If a value of a differential pressure across the filter 32 is greater than a predetermined pressure, a controller 4 conducts engine speed control to a predetermined rotating speed Na suitable for the regeneration, then enters forced regeneration automatically, and burns off the PM. When the sensed differential pressure decreases below a predetermined pressure, the regeneration is terminated automatically and the engine 1 is stopped.