A laser beam machining apparatus, in which the focal position of the laser beam is changed, for instance, from the upper surface of a workpiece to the lower surface during laser beam machining, the optical axis of the laser beam passed through the optical system is not affected, and the gap between the nozzle and the workpiece is maintained optimum at all times. The laser beam machining apparatus comprises an optical system for concentrating a laser beam, a holder for holding the optical system, first drive means for moving the holder along the optical axis of the laser beam, a nozzle slidably engaged with the holder, jetting a machining gas or the like, and second drive means for moving the nozzle.