The invention discloses a high-efficiency energy-saving roasting pan and methods for heating, cooling, and exhausting thereof. The roasting pan comprises a main body, an upper cover, a heater, a pot body, a food rolling-over device, a cooling fan, and at least a temperature controller or temperature control probe. The heater comprises an upper heater and a lower heater. The cooling fan is arranged on the outer part of a three-dimensional heating cavity, one end is communicated and connected with external air, and the other end is communicated and connected with the three-dimensional heating cavity. Through air blowing, external low-temperature air is mixed in the three-dimensional heating cavity at high temperature, to make temperature of the three-dimensional heating cavity constant or relatively cool or heat the three-dimensional heating cavity, and water vapor in the three-dimensional heating cavity is exhausted along an air outlet or a gap on the main body. The high-efficiency energy-saving roasting pan is characterized by good cooking effect, easy assembling and dismounting, easy cleaning, and wide application range.