A laser processing machine employs a step of forming a pierced hole at a sheet material portion on an inner or outer side of a closed route when a processing to form a hole in the sheet material by cutting along a closed route is carried out. Following this pierced hole a step to perform a cutting process to cut to a predetermined position with a center of the laser beam traversing the closed route and a step of returning, in a condition in which laser irradiation is interrupted, a position of the laser processing head relative to the sheet material to assume a start position lying on the route during a step of cutting to the predetermined position and on the closed route are employed. Thereafter, a step of performing the cutting process from the start position along the closed route is carried out.