The invention discloses an engine exhaust multilayer heat balance system. The engine exhaust multilayer heat balance system comprises an exhaust pipe; an exhaust pipe first-layer cooling assembly which comprises an exhaust pipe first-layer wrapping cavity, a first-layer flow valve and a first-layer temperature adjusting valve, wherein the exhaust pipe first-layer wrapping cavity is communicated with a cooling system of an engine; an exhaust pipe second-layer cooling assembly which comprises an exhaust pipe second-layer wrapping cavity, a second-layer flow valve and a second-layer temperature adjusting valve, wherein the exhaust pipe second-layer wrapping cavity is communicated with a lubricating system of the engine; and an exhaust pipe third-layer cooling assembly which comprises an exhaust pipe third-layer wrapping cavity, a third-layer flow valve and a third-layer temperature adjusting valve, wherein the exhaust pipe third-layer wrapping cavity is communicated with a gas taking system of the engine. The engine exhaust multilayer heat balance system can achieve an adjustment of the lubricating system, an air management system, a post-treatment system and the cooling system, and aheat balance of air, engine oil, water and the like can be achieved.