We apply a robust Bayesian structural VAR model to estimate the impact of oil and exchange rate shock on Japan's CPI and gasoline prices and, furthermore, Japan's gasoline price pass-through. In addition to the traditional zero and sign restrictions, we adopt a robust multi-prior Bayesian framework, which provides a broader set of credible regions. After evaluating the influence of oil supply shock, economic activity shock, oil demand shock, and exchange rate shock, we found evidence that an increase in gasoline prices is associated with a positive oil demand shock. On the other hand, we have not observed the impact of any of the above shocks on the Japanese consumer price index from the estimated results.