We assess the accuracy and efficiency of several exponential time integration methods coupled to a spectral discretization of the three-dimensional Boussinesq thermal convection equations in rotating spherical shells. Exponential methods are compared to implicit–explicit (IMEX) multi-step methods already studied previously in [1]. The results of a wide range of numerical simulations highlight the superior accuracy of exponential methods for a given time step, especially when employed with large time steps and at low Ekman number. However, presently available implementations of exponential methods appear to be in general computationally more expensive than those of IMEX methods and further research is needed to reduce their computational cost per time step. A physically justified extrapolation argument suggests that some exponential methods could be the most efficient option for integrating flows near Earthʼs outer core conditions.