The short-time heat kernel expansion of elliptic operators provides a link between local and global features of classical geometries. For many geometric structures related to (non-)involutive distributions, the natural differential operators tend to be Rockland, hence hypoelliptic. In this paper, we establish a universal heat kernel expansion for formally self-adjoint non-negative Rockland differential operators on general closed filtered manifolds. The main ingredient is the analysis of parametrices in a recently constructed calculus adapted to these geometric structures. The heat expansion implies that the new calculus, a more general version of the Heisenberg calculus, also has a non-commutative residue. Many of the well-known implications of the heat expansion such as, the structure of the complex powers, the heat trace asymptotics, the continuation of the zeta function, as well as Weyl’s law for the eigenvalue asymptotics, can be adapted to this calculus. Other consequences include a McKean–Singer type formula for the index of Rockland differential operators. We illustrate some of these results by providing a more explicit description of Weyl’s law for Rumin–Seshadri operators associated with curved BGG sequences over 5-manifolds equipped with a rank-two distribution of Cartan type.