This seems to be an open problem. It is a conjecture that the statement is false, i.e. that $\pi + e$ and $\pi - e$ are irrational. According to Wikipedia this remains unproven. (Just imagine the impact of the discovery of an equation such as $\pi=e+\frac{4233108252.........3123782}{31238295213.......0591231}$ ... unbelievable!)
Remark that at least one of those numbers is irrational, even transcendental (but this doesn't prove that both are irrational!). For if both would be algebraic, then their sum would be algebraic, which is $2 \pi$, a contradiction. Notice that this argument is not constructive at all, and again that it does not decide if "$\pi+e$ is rational or $\pi-e$ is rational" is false or not, it only proves that the stronger statement "$\pi+e$ is rational and $\pi-e$ is rational" is false.