The transport equation of entropy is introduced in large eddy simulation to perform exergy analysis of turbulent combustion systems. The sources of exergy destruction can be evaluated by analyzing entropy generation terms, which appear in unclosed forms in this equation. The closure is based on the filtered density function (FDF) methodology. The primary advantage of FDF is that chemical reaction and its entropy generation effects appear in closed forms. This methodology involves a stochastic model, which is being developed to account for the subgrid scale transport of entropy.