Multi-dimensional models coupled with a reduced chemical mechanism were used to investigate the effect of fuel on exergy destruction fraction and sources in a reactivity controlled compression ignition (RCCI) engine. The exergy destruction due to chemical reaction (Deschem) makes the largest contribution to the total exergy destruction. Different from the obvious low temperature heat release (LTHR) behavior in gasoline/diesel RCCI, methanol has a negative effect on the LTHR of diesel, so the exergy destruction accumulation from LTHR to high temperature heat release (HTHR) can be avoided in methanol/diesel RCCI, contributing to the reduction of Deschem. Moreover, the combustion temperature in methanol/diesel RCCI is higher compared to gasoline/diesel RCCI, which is also beneficial to the lower exergy destruction fraction. Therefore, the exergy destruction of methanol/diesel RCCI is lower than that of gasoline/diesel RCCI at the same combustion phasing. From the further analysis in a perfectly stirred reactor under isothermal and isobaric conditions, methanol demonstrates the larger Deschem/released energy (RE) ratio than n-heptane and iso-octane. By summarizing all the reaction paths of the three fuels, it is found that the primary heat release reactions are almost the same for them, which are all among small molecules and radicals. In all these reactions, the reactions of “H+O2+(M) ↔ HO2+(M)” (R83), “CO+OH ↔ CO2+H” (R99), and “HCO+M ↔ H+CO+M” (R100) play the most dominant effect on the Deschem for the three fuels. Overall, the fuel without LTHR and with large RE fraction from R83 and R99, and low RE fraction from R100, is preferable for the reduction of Deschem as well as the total exergy destruction.