The invention provides an integrated shower room with hot water heating function. The integrated shower room comprises a shower room, a filter, a water pump, a heat exchanger, a water switch, a water heater and a control system, which is characterized in that a heating device and a heat energy waste water recycling device are arranged on the shower room, shower can be taken by plugging in power as long as the tap water is connected to the shower room and therefore hot water pipeline installation is avoided; the heat exchanger adopts the coiled tube type heat exchanger which can achieve that cold water is heated to temperature 1DEG C lower than the waste hot water after exchanging the same quantity of flow between the cold water and the hot water and then the heated cold water is heated to the predetermined temperature by an instant water heater and therefore compared with water supply by a traditional electric water heater, more than 70% of electricity is saved and more than 90% of the waste water is recycled; the coiled tube type heat exchanger adopts a stainless steel corrugated pipe with heavy calibre to allow the waste hot water to flow and therefore the heat exchanger is not easy to block. The integrated shower room with hot water heating function is simple in installation, instant in water heating when the water heater is opened, constant in water temperature, modest in water temperature, convenient to widely apply at home and bathing places.