We propose a system made of three quantum harmonic oscillators as a compact quantum engine for producing mechanical work. The three oscillators play respectively the role of the hot bath, the working medium and the cold bath. The working medium performs an Otto cycle during which its frequency is changed and it is sequentially coupled to each of the two other oscillators. As the two environments are finite, the lifetime of the machine is finite and after a number of cycles it stops working and needs to be reset. Remarkably, we show that this machine can extract more than 90% of the available energy during 70 cycles. Differently from usually investigated infinite-reservoir configurations, this machine allows the protection of induced quantum correlations and we analyse the entanglement and quantum discord generated during the strokes. Interestingly, we show that high work generation is always accompanied by large quantum correlations. Our predictions can be useful for energy management at the nanoscale, and can be relevant for experiments with trapped ions and experiments with light in integrated optical circuits.