Statistical inference is developed for the analysis of generalized type-Ⅱ hybrid censoring data under exponential competing risks model. In order to solve the problem that approximate methods make unsatisfactory performances in the case of small sample size,we establish the exact conditional distributions of estimators for parameters by conditional moment generating function（CMGF）. Furthermore, confidence intervals（CIs） are constructed by exact distributions, approximate distributions as well as bootstrap method respectively,and their performances are evaluated by Monte Carlo simulations. And finally, a real data set is analyzed to illustrate all the methods developed here.