We discuss a quantum thermal machine that generates power from a thermally driven double quantum dot coupled to normal and superconducting reservoirs. Energy exchange between the dots is mediated by electron-electron interactions. We can distinguish three main mechanisms within the device operation modes. In the Andreev tunneling regime, energy flows in the presence of coherent superposition of zero- and two-particle states. Despite the intrinsic electron-hole symmetry of Andreev processes, we find that the heat engine efficiency increases with increasing coupling to the superconducting reservoir. The second mechanism occurs in the regime of quasiparticle transport. Here we obtain large efficiencies due to the presence of the superconducting gap and the strong energy dependence of the electronic density of states around the gap edges. Finally, in the third regime there exists a competition between Andreev processes and quasiparticle tunneling. Altogether, our results emphasize the importance of both pair tunneling and structured band spectrum for an accurate characterization of the heat engine properties in normal-superconducting coupled dot systems.