Provided is a heat retention/cooling control device for a PM filter device, which controls the temperature of the outer periphery of the PM filter device to ensure an efficient burning in the PM filter device and prevents the influence of heat damage on the periphery of the PM filter device by effectively using moving air. An engine room and a cooling passage which are demarcated by a partition wall are provided in parallel in the front-back direction of an work machine, and an aftercooler, a cooling fan, and a PM filter device are provided in the cooling passage. When the exhaust temperature of exhaust gas is lower than a target temperature when PM is burned, the air volume of the cooling fan is controlled so as to decrease, thereby increasing the exhaust gas temperature. When the exhaust temperature of the exhaust gas is higher than the target temperature, the air volume of the cooling fan is controlled so as to increase, thereby enhancing the effect of cooling the outer periphery of the PM filter device.