The invention provides a method and system for purification of a carbon monoxide, nitrogen oxides, incompletely combusted hydrocarbons and soot containing exhaust gas from a combustion engine comprising the steps of catalytically oxidising the carbon monoxide in the exhaust gas, retaining soot and remaining amounts of hydrocarbons in the oxidised exhaust gas in a filter, addition of a reducing agent to gas and catalytically reducing nitrogen oxides, and obtaining a purified exhaust gas. The invention further comprises the steps of controlling a temperature in the oxidising catalyst by passing at least a part of the gas from the engine through a first side of a heat exchanger, and passing at least a part of the purified exhaust gas through a second side of the heat exchanger, and leading the remaining amount of the gas from the engine through a by-pass across the first side of the heat exchanger and leading the remaining amount of the purified exhaust gas through a by-pass across the second side of the heat exchanger.