The present invention relates to the exhaust gas guiding of a road milling machine. The road milling machine comprises an internal combustion engine, an engine air inlet, via which the engine air flows from the outside to the internal combustion engine, an engine air outlet, via which the engine air is conducted out of the road milling machine, a device for generating a flow movement of the engine air from the engine air inlet to the engine air outlet, and an exhaust system which is implemented for discharging the exhaust gases occurring during operation of the internal combustion engine from the internal combustion engine out of the road milling machine, having an exhaust gas outlet. The engine air is used to cool the exhaust gas.