We suggest in this paper a new explicit algorithm allowing us to construct exponential attractors which are uniformly Hölder continuous with respect to the variation of the dynamical system in some natural large class. Moreover, we extend this construction to non-autonomous dynamical systems (dynamical processes) treating in that case the exponential attractor as a uniformly exponentially attracting, finite-dimensional and time-dependent set in the phase space. In particular, this result shows that, for a wide class of non-autonomous equations of mathematical physics, the limit dynamics remains finite dimensional no matter how complicated the dependence of the external forces on time is. We illustrate the main results of this paper on the model example of a non-autonomous reaction–diffusion system in a bounded domain.