We present the orbital phase-resolved spectra of an intermediate polar, EX Hya, together with the spin phase-resolved spectra during two different epochs using the X-ray Multi-Mirror Mission (XMM-Newton), European Photon Imaging Camera (pn instrument). We find that the source at the two epochs has the same X-ray luminosity of similar to 6.5 x 1031 erg s-1. We detect spectral variations between the 2000 and 2003 observations of the source. We fitted the spectrum using a neutral hydrogen absorption model with or without covering fraction together with Gaussians for emission lines, two collisional equilibrium plasma emission models (MEKAL) and a cooling-flow plasma emission model (VMCFLOW). We find that two of the three emission components (kT = 0.6-0.8 and 1.3-1.7 keV) fitted by the MEKAL models are almost constant over the spin and orbital phases and also over the two different epochs with the normalization varying directly proportional to the flux when the data are folded according to the orbital and spin phase indicating that the slight variation may be due to occultation. The emission modelled by the VMCFLOW changes over the spin and orbital phases and the 2000 and 2003 observations reveal two different ranges of temperatures (3-33 and 8-61 keV, respectively) that model the shock zone in the accretion column(s). The ratios of the spin maximum to minimum and the orbital maximum to minimum spectra along with the increase in the plasma temperatures indicate that the spectrum gets harder in the minimum phases of both orbital and spin periods. In the 2003 observation, a 6.4 keV fluorescent Fe emission line is present at the orbital minima in a range of phases from 0.9 to 1.3 and it is absent otherwise. This indicates that there is reflection from the disc most likely from a large bulge at the accretion impact zone.