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This study investigates the thermal–hydraulic behavior and deposition characteristics of a shell and tube exhaust heat exchanger using a CFD-based predictive model of soot deposition. Firstly, considering the influences of thermophoretic, wall shear stress, and other deposition and removal mechanisms, a predictive model is developed for long-term performance of heat exchangers under soot deposition. Then, the variations in exhaust heat exchanger performance during a 4 h deposition period are simulated based on the model. Subsequently, the variation of deposition distribution and different deposition velocities are also evaluated. Finally, an analysis of the long-term performance of the exhaust heat exchanger under varying gas velocities and temperature gradients is conducted, revealing the performance variations under all engine-operating conditions. Results show that the deterioration in normalized relative <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><msup><mrow><mi>j</mi><mo>/</mo><mi>f</mi></mrow><mrow><mn>1</mn><mo>/</mo><mn>2</mn></mrow></msup></mrow></semantics></math></inline-formula> varies from 5.26% to 24.91% under different work conditions, and the exhaust heat exchanger with high gas velocity and low temperature gradient exhibits optimal long-term performance.