Provided is a method for producing an exhaust gas purifying filter that enables a catalyst to be supported on an exhaust gas purifying filter in a simple manner without the need for impregnation with or application of a solution containing catalyst particles after the production of the exhaust gas purifying filter and also enables an exhaust gas purifying filter having a high NOx reduction efficiency to be obtained. The method includes the steps of: extruding a mixture containing zeolite and raw material particles of a support to prepare a green body; firing the green body to prepare a sintered body; treating the sintered foody with alkali under a condition at pH 9.5 or more; and exchanging an element at an ion-exchange site of the zeolite contained in the alkali-treated sintered body with a transition metal.