To provide a gun drill support structure of a deep hole drilling machine which does not use a cylinder device to move forward and backward a plurality of bush attaching members, has a compact and simple structure and can prevent a damage due to a collision.

Since the plurality of bush attaching members 14 and 15 are moved forward and backward by moving forward and backward a spindle 6, one driving source is necessary for driving the spindle 6. Thus, the structure is simple, inexpensive and compact. Even by one driving source, when the bush attaching members 14 and 15 are moved backward, engaging members 17 and 19 abut on releasing members 36 and 37, so that the bush attaching members 14 and 15 can be disengaged from the engaging members 17 and 19 to return the bush attaching members 14 and 15 respectively to original positions during the start of a machining operation. Shafts 21 and 27 movably provided in the engaging members 17 and 19 are urged in the axial directions by urging members 26 and 34, so that the damage of the machine due to an interference can be prevented.