The increasing growth of energy demand leads to issues associated with energy demand reduction and propose new energy efficient solutions. Heat recovery consists the most promising solution especially in regions where renewable energy resources are not available. That is why the domain of heat recovery has shown a tremendous improvement during the recent years. On the other hand, few works have been dedicated to heat recovery from exhaust gas. This paper presents a review on heat recovery from exhaust gas. The authors propose to classify exhaust gas heat recovery systems within three different classifications that are exhaust gas temperature, utilized equipment and recovery purposes.