The invention discloses an exhaust pipe having cooling and fireproof functions and applied to a dangerous goods transport vehicle. The exhaust pipe is characterized by comprising three parts including a tail gas pipe (1), a fireproof filter (2) and a fireproof cooler (4); the fireproof filter (2) is arranged inside the tail gas pipe (1); and the tail gas pipe (1) is arranged in an internal cavity of the fireproof cooler (4). The exhaust pipe is simple in structure and good in working stability and can be widely applied on the dangerous goods transport vehicle, and the theory is easy to understand.