The exhaust gas purification device includes: a substrate of wall flow structure having inlet cells, outlet cells and a porous partition wall; and a catalyst layer provided in at least part of internal pores of the partition wall and held on the surface of the internal pores. The relationship between an average filling factor A of the catalyst layer held in pores having a pore diameter of 5 μm to less than 10 μm, an average filling factor B of the catalyst layer held in pores having a pore diameter of 10 μm to less than 20 μm and an average filling factor C of the catalyst layer held in pores having a pore diameter of 20 μm to less than 30 μm, among the internal pores of the partition wall 16 in which the catalyst layer is held, satisfies the following expression: A