A laser processing machine is provided in which a machining tool is automatically exchanged with a laser processing tool to be mounted to a processing head thereof to perform machining operations such as tapping to works. A machining tool 70 which is exchangeably clamped to a mounting section 510 of a processing head 50 of a laser processing machine has a body 720 and a piston member 730 in the body 720, and the piston member 730 supports an air motor 740, a reducer 750, a tool chuck 760, and a tap 762. Air is sent to the air motor 740 from an air source 551b by switching a valve, and an assist gas for a normal or reverse rotation is sent from an assist gas source 554b to the upper portion of the piston member 730, so that a tap is lowered to perform tapping to a work.