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I think all cars exhaust pipes get very rusty after not very long. Why is that?

I know that the pipe gets extremely hot, but how come that makes it rust more than any other part of the car?

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A lot depends on your location - if the roads are salted where you are, that will contribute massively to the speed with which the exhaust will rust. I have a couple of cars that are still on the original exhausts after 18-20 years, but they both ran in a salt-free environment. – Timo Geusch Jan 2 '13 at 0:03
My MR2 still has its original exhaust system (22 years old now) and is run year round (I've had holes in the floor replaced 3 times). My (18 year old) Eclipse which is rarely run in the Winter is now on it's third exhaust system (1 stock, then an aftermarket stainless steel, now a custom built stainless steel) due to rusting them out. – Brian Knoblauch Jan 2 '13 at 12:43
This is a very broad statement ... many exhaust systems today are made out of stainless steel ... even those coming out of the factory. Several of my newer GM vehicles I've had used stainless. Will last for years. – Pᴀᴜʟsᴛᴇʀ2 Oct 15 '15 at 1:11

Various reasons:

  • It is close to the ground - where you have water, salt, grit etc.
  • It is typically not made of rustproof metals, but is considered a consumable, with portions like the catalytic converter being relatively short lived, so spending lots extra to protect it would be pointless.
  • The exhaust gasses include corrosive gases such as sulphur dioxide, which becomes an acid when mixed with the water in the exhaust

That said, most of my exhaust (the portion after the catalytic converter) is stainless steel, so it doesn't rust and looks pretty nice when I polish it. It cost a bit though.

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Because it's not painted – it gets too hot for paint.

Other surfaces that can rust are usually covered in paint, chrome or other coating (even the car's underside) to seal the iron from the corrosive environment of this planet – rust will also develop if you scratch the paint:

scratched paint with rust

That said, stainless steel doesn't need paint. The DeLorean DMC-12 had unpainted stainless steel body panels:

enter image description here

As to why stainless steel exhaust pipes don't seem to make economical sense, I don't know, but there are aftermarket parts.

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As Rory states the primary reason for the exhaust corrosion are that the exhaust gases react with the cold silencer when starting the engine and condense to form acids which corrode metal.

I would not say that salted roads are the only reason since in my country they dont salt the roads.

Another variable depends on the manufacturer's choice of using the material to make the exhaust manifold and silencer. Some vehicles have higher quality alloys which do not corrode.

Would I or should I be worried? Heck NO! Unless you are going to use this car for track day and racing purpose the rust on the exhaust should definitely not cause an issue and should last the lifetime of the car.

However , in case of an accident the rusted exhaust might give way easily since its already weakened.

You can combat the rust by using solutions such as using vinegar and sandpaper to remove rust and applying a coat of WD 40

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