A laser beam machining system is provided whereby a distribution of flow velocity of an assist gas suited for high-speed cutting is obtained. A nozzle has a nozzle hole for emitting the laser beam and the assist gas therethrough. A helical groove is formed in the inner surface of the nozzle hole. The groove may be a V-shaped groove, that is, an internal thread-type groove. In the case of cutting a workpiece with the nozzle mounted to the laser beam machining system, the closer to the inner surface of the nozzle hole, the slower the flow velocity of the ejected assist gas becomes. Accordingly, the assist gas is ejected at high flow velocity only in the vicinity of the focal point of the laser beam, thus permitting high-speed cutting.