An exhaust gas filter for a diesel engine made by winding a composite sheet formed of a corrugated sheet and a flat sheet, the filter being provided with many narrow openings at the entrance or at the entrance and exit of the filter, wherein the area of the upstream side face is increased to deposit carbon soot on this face and on the entrance exhaust gas channels uniformly. By providing many grooves on the cell walls at the upstream direction, more carbon soot deposits in these grooves. Accordingly, the constitution permits reliable carbon soot ignition, complete carbon soot burn out with smaller quantities of carbon deposition as a whole.