A method for supplying heat energy and carbon dioxide for vegetables and/or algae production using exhaust gas. The method includes: 1) introducing the exhaust gas to a primary heat exchanger to conduct a first indirect heat exchange between the exhaust gas and air from a vegetable greenhouse and/or an algae culturing house, thereby providing hot air for the vegetable greenhouse and/or the algae culturing house; 2) introducing part of the exhaust gas after the first indirect heat exchange to a secondary heat exchanger to conduct a second indirect heat exchange between the exhaust gas and outdoor air; 3) introducing the exhaust gas to a CO2 pressure swing adsorption device, separating and pumping carbon dioxide to a carbon dioxide storage tank for storage; and 4) supplying the carbon dioxide to the vegetable greenhouse and/or a carbon-absorption tank of the algae culturing house.