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The exhaust system design has an important influence on the charge mass and the composition of the charge inside the cylinder, due to its gas dynamic behavior. Therefore the exhaust system determines the characteristics of the indicated mean effective pressure as well. The knowledge of the heat transfer and the post-combustion process of fuel losses inside the exhaust system are important for the thermodynamic analysis of the working process. However, the simulation of the heat transfer over the exhaust pipe wall is time consuming, due to the demand for a transient simulation of many revolutions until a cyclic steady condition is reached. Therefore, the exhaust pipe wall temperature is set to constant in the conventional CFD simulation of 2-stroke engines. This paper covers the discussion of a simulation strategy for the exhaust system of a 2-cylinder 2-stroke engine until cyclic steady condition including the heat transfer over the exhaust pipe wall.