The invention discloses an engine, a temperature control system and a heat exchange assembly thereof. The heat exchange assembly comprises a shell, an air inlet and an air outlet, wherein the shell covers the outside of an exhaust system of the engine; a heat exchange chamber is formed between the shell and the exhaust system; the air inlet is suitable for enabling a heat exchange medium to enter the heat exchange chamber to exchange heat with waste air in the exhaust system; and the air outlet is suitable for enabling the heat exchange medium to flow out of the heat exchange chamber so as to feed the heat exchange medium into the heat exchanger of the engine. Therefore, the engine provided by the invention can realize quick heating in a cold starting stage.