The present invention provides an electricity generation device using hot gas engine. The device contains a closed container filled with high-pressure gas. The container has an outlet which is connected to a pneumatic or hydraulic cylinder. Hot and cold fluids are sprayed alternatively and repeatedly into the closed container to heat up or cool down the high-pressure gas. As the high-pressure gas expands or contracts, a piston rod of the cylinder is pushed and pulled back and forth so as to produce electricity continuously.