The present invention relates to a vehicle oil warmer and a heat exchange system. More particularly, the present invention relates to a vehicle oil warmer and a heat exchange system, which enable a heat exchange between a coolant and oil to be automatically controlled according to the temperature of the coolant discharged from an engine, without a separate bypass valve for controlling the flow rate of the coolant, to thereby secure a heating performance of the vehicle interior while simultaneously heating the oil at the time of an initial start of the engine, and when the vehicle is running, lower the temperature of the oil by using an oil cooler in which low-temperature coolant flows, so that the temperature of the oil can be adjusted appropriately.