An engine braking system for vehicles may include a rocker shaft having a lubricating oil passage and a braking oil passage, a valve unit selectively supplying part of the oil supplied to the lubricating oil passage, into the braking oil passage, and at least one exhaust rocker arm, into which the rocker shaft is inserted and pivotal about the rocker shaft, wherein the at least one exhaust rocker arm has, therein, a first connection passage communicating with the braking oil passage and a first recess, a stopper fixed above the first recess, and an actuator housed in the first recess and including a pressing piston, wherein the pressing piston moves to contact the stopper by hydraulic pressure of the oil supplied from the braking oil passage into the first recess and thus presses the at least one exhaust rocker arm in a downward direction.