The calculation of time-dependent charge and energy currents in nanoscale systems is a challenging task. Nevertheless it is crucial for gaining a deep understanding of the relevant processes at the nanoscale. We extend the auxiliary-mode approach for time-dependent charge transport to allow for the calculation of energy and heat currents for arbitrary time-dependencies. We apply the approach to illustrative examples, demonstrating its usefulness for a wide-range of problems, such as thermoelectric effects in driven systems.