An electric drive assembly with oil/water dual cooling and a new energy vehicle are disclosed, which solve the problems in the prior art that the water-cooled motor winding are over-heated and the oil temperature in the gearbox is too high. The electric drive assembly comprises a motor module, a gearbox module, a water cooling module and an oil cooling module. In the present disclosure, the lubricating oil is introduced into the front and rear windings (9) of the motor through three oil conveying passages, the cooling performance of the motor is improved; moreover, the gearbox cavity and the motor cavity do not need to be sealed, which avoids the use of high-speed oil seal of motor shaft, and thus the cost of the drive assembly is reduced and the transmission efficiency is improved. The cooling fluid of the motor cools the lubricating oil through the heat exchanger (3) of the gearbox, thereby solving the heat dissipation problem when the gearbox of the new energy vehicle operates at high speed constantly, and thus improving the service life and reliability of the gear and bearing.