An adsorbent for exhaust gas purification is composed of a molecular sieve having high acidic hydrothermal resistance obtained by substituting part or the whole of the Al constituting the framework of crystalline aluminosilicate molecular sieve, with the ion of at least one element selected from elements M for framework element substitution, i.e. Mg, P, Ti, Cr, Ge, Zr, In, Sn, Hf, W, V, Co, Ni, Cu, Zn, Ag and B. The adsorbent for exhaust gas purification can be suitably used in the applications requiring high heat resistance and high hydrothermal resistance, such as the exhaust gas purification system for internal combustion engine or combustion furnace. The adsorbent can be used particularly preferably for the purification of automobile exhaust gas containing hydrocarbons, nitrogen oxides, etc.