A heat shield structure includes an engine body having an exhaust manifold at its side portion, a fuel pump arranged above the engine body, and an engine cover. The engine cover includes a covering portion and a heat shield portion. The covering portion covers the fuel pump and the engine body from above. The heat shield portion protrudes downward from the covering portion. The heat shield portion partitions a space above the engine body and a space above the exhaust manifold from each other. The engine cover has an air guide passage between the engine body and the covering portion, the air guide passage extending from a front side of a vehicle toward the fuel pump.