A system and method for filtering exhaust gases of a vehicle is disclosed, that are based on an exhaust filter assembly includes an enclosure having an inlet coupled with an end of an exhaust pipe to allow exhaust gases of the vehicle into the enclosure, a filter element fitted with the enclosure to adsorb gaseous particles, moisture, and unburned fuel mist particles of the exhaust gases, sensors to sense gaseous particles adsorbed on the filter element, and generate first signals based on the sensed gaseous particles; a control unit; and a communication unit. The control unit includes processors to: receive the generated first signals, and generate second signals based on the received first signals. The communication is configured to transmit the second signals to computing devices of users to notify the users. Thermoelectric generator is adapted to convert heat energy of the exhaust gases into electric power.