An exhaust header with an integrated heat shield is disclosed. In one aspect of the disclosure, the exhaust header comprises a body including an inner wall that defines a cavity through which exhaust gases can be routed. An outer wall is integrally formed with, and radially offset from, the inner wall to define an air gap through which an airflow can be received at an input of the exhaust header and passed along a periphery of the body to collect thermal radiation and route it through an outlet duct. In some embodiments, the exhaust header is coupled to a turbocharger, which itself is coupled to an exhaust outlet of the body and separately, the air gap for effecting an airflow about the turbocharger's perimeter. Further, in various embodiments, the exhaust header is additively manufactured to produce the integrated heat shield and other header components.