An exhaust heat recovery system may include a coolant circulation circuit arranged to connect an engine, an exhaust heat exchanger, a radiator, a water-cooled intercooler, and a sub-radiator, and controls each valve arranged on a passage which connects the engine, the exhaust heat exchanger, the radiator, the water-cooled intercooler, and the sub-radiator to the coolant circulation circuit according to the coolant temperature so as to control temperatures of coolant and intake air, thereby enabling the engine to be rapidly warmed up.