The present invention provides an exhaust heat recovery device configured to perform heat exchange between three media such as, exhaust gas, coolant, and oil. According to preferred embodiments of the present invention, the exhaust heat recovery device is configured such that the heat of exhaust gas discharged from an engine is transmitted to the coolant and the oil at the same time and direct heat exchange between the coolant and the oil is made, thereby simultaneously increasing the temperature of the coolant and the oil during the initial start-up of the engine (fast warm-up). As a result, it is possible to reduce friction loss of powertrain, thereby improving fuel efficiency. Accordingly, an object of the present invention is to provide an exhaust heat recovery device which is configured to perform the integral heat exchange between the exhaust gas, the coolant, and the oil.