Disclosed is an engine with a closed cold and heat cycle, comprising two closed circulation pipelines (3) and a seal chamber (4), wherein the two closed circulation pipelines (3) are filled with a working medium gas; a front piston cylinder (5) and a rear piston cylinder (6) are provided on the seal chamber (4); the two closed circulation pipelines (3) are connected to the front piston cylinder (5) and the rear piston cylinder (6), respectively; a rotation shaft (7) is provided in the seal chamber (4), and one end of the rotation shaft(7) is connected to a flywheel (8); a front crank (9) and a rear crank (10) with a phase angle difference of 180 degrees are respectively connected to the rotation shaft (7), the front crank (9) being connected to a piston in the front piston cylinder (5), and the rear crank (10) being connected to a piston in the rear piston cylinder (6); and a valve A is provided between upper parts of a heating end and a cooling end of each of the two closed circulation pipelines (3), and a valve B and and a valve C are provided between lower parts of the heating end and the cooling end of each of the two closed circulation pipelines (3) on two sides of a connecting pipeline. The engine has a simple structure, low energy consumption and high power conversion efficiency.