An electric oil pump system integrated with a heat exchanger capable of reducing installation space and cost may include: an the electric oil pump including a motor and a pumping part operated by power of the motor to suck and send oil under pressurizing to an oil-used part; and a heat exchanger to exchange heat between the pressurized oil sent by the electric oil pump and coolant cooled at a radiator while the coolant and the pressurized oil pass through the heat exchanger. In particular, the heat exchanger is directly coupled to the electric oil pump and the oil-used part, respectively, andintegrated with each other.