Provided are an exhaust gas purification filter having a high particulate matter (PM) combustion efficiency, a low coefficient of thermal expansion, and superior thermal resistance and a method for producing the same. An exhaust gas purification filter is formed by sintering columnar aluminum titanate particles whose surfaces have a catalyst material deposited thereon and which have an average aspect ratio (=number average major-axis length/number average minor-axis length) of 1.3 or more, wherein a catalyst made from the catalyst material by thermal treatment during the sintering is supported on the surface of the aluminum titanate.