A machining head of a laser machining apparatus comprises a main assist gas nozzle at the center portion of the machining head for supplying a main assist gas and one or more annular sub assist gas nozzles surrounding the main assist gas nozzle, whose jet outlet of the innermost diameter is larger or equal to the jet outlet of main assist gas. The jet outlet of the main assist gas nozzle is positioned at upstream of said jet outlets of the respective sub assist gas nozzle. According to the above construction, the jet gas pressure and the jet gas velocity vary continuously at the assist gas jet outlet and the jet gas pressure and flow velocity fluctuation of the main assist gas are increased.