This study shows the measurement and calculation of exhaust heat exchange coefficient in a pipe of internal combustion engine. A specific exhaust-air heat exchanger has been installed on the exhaust line of engine. The Nusselt-Reynolds correlation has been developed and compared to the steady state conditions. The Convective Augmentation Factor (CAF) is approximately 2 at low Reynolds number and 1 at high Reynolds number. The EGR cooler and the exhaust-coolant heat exchanger for improving the passenger compartment heating have been shown.