Convex functions play an important role in many areas of mathematics. They are especially important in the study of optimization problems where they are distinguished by a number of convenient properties. In this paper, firstly we introduce the notion of
h
-exponential convex functions. This notion can be considered as generalizations of many existing definitions of convex functions. Then, we establish some well-known inequalities for the proposed notion via incomplete gamma functions. Precisely speaking, we established trapezoidal, midpoint, and He’s inequalities for
h
-exponential and harmonically exponential convex functions via incomplete gamma functions. Moreover, we gave several remarks to prove that our results are more generalized than the existing results in the literature.