A heat exchange device with combined functions in vehicles, comprising: a heat exchanger configured to be installed in an exhaust path of an engine and connected to a coolant heat exchanger circuit and an oil heat exchanger circuit; a bypass path configured to be connected to bypass the heat exchanger in the exhaust path; a recirculation path configured to be branched from the exhaust path to be connected to an intake system of the engine; a first control valve configured to control a flow path of exhaust gas between the exhaust path and the bypass path; a second control valve configured to control a flow path of the exhaust gas between the exhaust path and the recirculation path; and a third control valve configured to control the flow path of the exhaust gas between the bypass path and the recirculation path; wherein the exhaust path includes: an inflow path configured to be disposed from the engine to the heat exchanger; and an outflow path configured to be disposed from the heat exchanger to a tail pipe; wherein the bypass path is branched to be reached from the inflow path to the outflow path; characterized in that the recirculation path includes: a main recirculation path configured to be branched from the outflow path; and a sub recirculation path configured to be branched so as to be reached from the bypass path to the main recirculation path; wherein the third control valve is installed at a branched point between the bypass path and the sub recirculation path; wherein the third control valve closes a flow path toward the outflow path via the bypass path, when the third control valve opens a flow path reaching the sub recirculation path via the bypass path; and wherein the third control valve closes the flow path reaching the sub recirculation path via the bypass path, when the third control valve opens the flow path toward the outflow path via the bypass path. a heat exchanger configured to be installed in an exhaust path of an engine and connected to a coolant heat exchanger circuit and an oil heat exchanger circuit; a bypass path configured to be connected to bypass the heat exchanger in the exhaust path; a recirculation path configured to be branched from the exhaust path to be connected to an intake system of the engine; a first control valve configured to control a flow path of exhaust gas between the exhaust path and the bypass path; a second control valve configured to control a flow path of the exhaust gas between the exhaust path and the recirculation path; and a third control valve configured to control the flow path of the exhaust gas between the bypass path and the recirculation path; wherein the exhaust path includes: an inflow path configured to be disposed from the engine to the heat exchanger; and an outflow path configured to be disposed from the heat exchanger to a tail pipe; wherein the bypass path is branched to be reached from the inflow path to the outflow path; characterized in that the recirculation path includes: a main recirculation path configured to be branched from the outflow path; and a sub recirculation path configured to be branched so as to be reached from the bypass path to the main recirculation path; wherein the third control valve is installed at a branched point between the bypass path and the sub recirculation path; wherein the third control valve closes a flow path toward the outflow path via the bypass path, when the third control valve opens a flow path reaching the sub recirculation path via the bypass path; and wherein the third control valve closes the flow path reaching the sub recirculation path via the bypass path, when the third control valve opens the flow path toward the outflow path via the bypass path.