The invention discloses a detection method for connection insertion anomaly of temperature sensors, an engine and a vehicle. The detection method is used for detecting whether connection insertion between the two or more exhaust temperature sensors and two or more exhaust temperature sensor connection insertion pieces in an exhaust pipeline is accurate or not; and the two or more exhaust temperature sensors comprise the upstream exhaust temperature sensor close to one side of the engine and the downstream exhaust temperature sensor away from one side of the engine. The detection method comprises the steps that whether the engine is started in a cold vehicle state or not is judged according to starting parameters of the engine; if yes, whether the engine meets the detection conditions or not is judged according to detection parameters; if yes, whether the temperature of the upstream exhaust temperature sensor is greater than that of the downstream exhaust temperature sensor or not is judged; and if not, an early warning signal of connection insertion anomaly of the exhaust temperature sensors is output. According to the detection method for the exhaust temperature sensors, under cold vehicle starting and the detection conditions, whether the situation of wrong connection insertion of the exhaust temperature sensors exists or not can be accurately detected.