In this work, we establish an exact relation which connects the heat exchange between two systems initialized in their thermodynamic equilibrium states at different temperatures and the R{e}nyi divergences between the initial thermodynamic equilibrium state and the final non-equilibrium state of the total system. The relation tells us that the various moments of the heat statistics are determined by the Renyi divergences between the initial equilibrium state and the final non-equilibrium state of the global system. In particular the average heat exchange is quantified by the relative entropy between the initial equilibrium state and the final non-equilibrium state of the global system. The relation is applicable to both finite classical systems and finite quantum systems.
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