In this paper, exponential energy-preserving methods are formulated and analysed for solving charged-particle dynamics in a strong and constant magnetic field. The resulting method can exactly preserve the energy of the dynamics. Moreover, it is shown that the magnetic moment of the considered system is nearly conserved over a long time along this exponential energy-preserving method, which is proved by using modulated Fourier expansions. Other properties of the method including symmetry and convergence are also studied. An illustrated numerical experiment is carried out to demonstrate the long-time behaviour of the method.