Heat engines used to output useful work have important practical significance, which, in general, operate between heat baths of infinite size and constant temperature. In this paper, we study the efficiency of a heat engine operating between two finite-size heat sources with initial temperature difference. The total output work of such heat engine is limited due to the finite heat capacity of the sources. We firstly investigate the effects of different heat capacity characteristics of the sources on the heat engine’s efficiency at maximum work (EMW) in the quasi-static limit. Moreover, it is found that the efficiency of the engine operating in finite-time with maximum power of each cycle is achieved follows a simple universality as η=ηC/4+OηC2, where ηC is the Carnot efficiency determined by the initial temperature of the sources. Remarkably, when the heat capacity of the heat source is negative, such as the black holes, we show that the heat engine efficiency during the operation can surpass the Carnot efficiency determined by the initial temperature of the heat sources. It is further argued that the heat engine between two black holes with vanishing initial temperature difference can be driven by the energy fluctuation. The corresponding EMW is proved to be ηMW=2−2.