An engine driven heat pump chiller comprising an engine and a compressor for compressing a coolant, the compressor being driven by the engine and that adjusts a temperature of water as a heat medium by using condensation heat or evaporation heat of the coolant, characterised by the engine driven heat pump chiller further comprising: an air heat exchanger configured to function as a condenser condensing the coolant by transmitting heat from the coolant to the air or to function as an evaporator evaporating the coolant by transmitting heat from the air to the coolant; a water heat exchanger configured to function as a cooling device cooling the water by transmitting heat from the water to a gas-liquid two-phase coolant or to function as a heating device heating water by transmitting heat from a discharged coolant of the compressor to the water; an operation switching mechanism configured to switch between a cold water operation causing the water heat exchanger to function as a cooling device and a hot water operation causing the water heat exchanger to function as a heating device; a water temperature sensor configured to detect a temperature of the water discharged from the water heat exchanger; an engine exhaust heat recovery device configured to function as an evaporator of the coolant evaporating the coolant by transmitting exhaust heat of the engine to the coolant through an exhaust heat medium; a first expansion valve configured to adjust a flow of the coolant in a state of a liquid flowing toward the air heat exchanger during the hot water operation, the first expansion valve adjusting the flow of the coolant in a state of the liquid flowing toward the water heat exchanger during the cold water operation; a second expansion valve configured to adjust a flow of the coolant in a state of the liquid flowing toward the engine exhaust heat recovery device; a flow direction control mechanism that has the first expansion valve and the second expansion valve disposed in parallel to each other downstream a coolant inflow part thereof; a flow adjusting valve that adjusts a flow of the exhaust heat medium flowing through the engine exhaust heat recovery device; and a control apparatus configured to control number of rotations of the compressor for a temperature of water discharged from the water heat exchanger to converge on a set target temperature, wherein when the number of rotations is equal to or lower than predetermined number of rotations and the temperature of the discharged water is equal to or lower than the aimed temperature during the cold water operation, the control apparatus determines that a necessary number of rotations of the compressor is equal to or lower than permissible lowest number of rotations, and controls apertures of the second expansion valve and the flow adjusting valve for the coolant and the exhaust heat medium to flow through the engine exhaust heat recovery device. an air heat exchanger configured to function as a condenser condensing the coolant by transmitting heat from the coolant to the air or to function as an evaporator evaporating the coolant by transmitting heat from the air to the coolant; a water heat exchanger configured to function as a cooling device cooling the water by transmitting heat from the water to a gas-liquid two-phase coolant or to function as a heating device heating water by transmitting heat from a discharged coolant of the compressor to the water; an operation switching mechanism configured to switch between a cold water operation causing the water heat exchanger to function as a cooling device and a hot water operation causing the water heat exchanger to function as a heating device; a water temperature sensor configured to detect a temperature of the water discharged from the water heat exchanger; an engine exhaust heat recovery device configured to function as an evaporator of the coolant evaporating the coolant by transmitting exhaust heat of the engine to the coolant through an exhaust heat medium; a first expansion valve configured to adjust a flow of the coolant in a state of a liquid flowing toward the air heat exchanger during the hot water operation, the first expansion valve adjusting the flow of the coolant in a state of the liquid flowing toward the water heat exchanger during the cold water operation; a second expansion valve configured to adjust a flow of the coolant in a state of the liquid flowing toward the engine exhaust heat recovery device; a flow direction control mechanism that has the first expansion valve and the second expansion valve disposed in parallel to each other downstream a coolant inflow part thereof; a flow adjusting valve that adjusts a flow of the exhaust heat medium flowing through the engine exhaust heat recovery device; and a control apparatus configured to control number of rotations of the compressor for a temperature of water discharged from the water heat exchanger to converge on a set target temperature, wherein when the number of rotations is equal to or lower than predetermined number of rotations and the temperature of the discharged water is equal to or lower than the aimed temperature during the cold water operation, the control apparatus determines that a necessary number of rotations of the compressor is equal to or lower than permissible lowest number of rotations, and controls apertures of the second expansion valve and the flow adjusting valve for the coolant and the exhaust heat medium to flow through the engine exhaust heat recovery device.