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Recent research on the thermodynamic arrow of time, at the microscopic scale, has questioned the universality of its direction. Theoretical studies showed that quantum correlations can be used to revert the natural heat flow (from the hot body to the cold one), posing an apparent challenge to the second law of thermodynamics. Such an “anomalous” heat current was observed in a recent experiment (K. Micadei et al., arXiv:1711.03323), by employing two spin systems initially quantum correlated. Nevertheless, the precise relationship between this intriguing phenomenon and the initial conditions that allow it is not fully evident. Here, we address energy transfer in a wider perspective, identifying a nonclassical contribution that applies to the reversion of the heat flow as well as to more general forms of energy exchange. We derive three theorems that describe the energy transfer between two microscopic systems, for arbitrary initial bipartite states. Using these theorems, we obtain an analytical bound showing that certain type of quantum coherence can optimize such a process, outperforming incoherent states. This genuine quantum advantage is corroborated through a characterization of the energy transfer between two qubits. For this system, it is shown that a large enough amount of coherence is necessary and sufficient to revert the thermodynamic arrow of time. As a second crucial consequence of the presented theorems, we introduce a class of nonequilibrium states that only allow unidirectional energy flow. In this way, we broaden the set where the standard Clausius statement of the second law applies.