The exhaust gas diffuser and filter system for a pneumatic nail gun provides for the diffusion and filtering of exhaust gas, which is typically pressurized air, generated by the pneumatic nail gun during usage thereof. The system includes a diffuser plate adapted for covering the exhaust ports of the pneumatic nail gun, and further includes a bag formed from an air permeable material, allowing for further diffusion and filtering of the exhaust gas. The diffuser plate has a plurality of fluid passages formed therethrough, and is adapted for releasable mounting on the exhaust portion of the pneumatic nail gun. The plurality of fluid passages diffuses the exhaust gas produced by the pneumatic nail gun during use. The bag provides for further muffling of exhaust noise and diffusion of the exhaust gas, and further provides filtering thereof.