The heat exchanger comprises a first and a second stage (E1,E2), each having an inlet and an outlet of water, the second stage (E2) having an inlet and an outlet of oil, the first stage (E1) being provided with fuel inlet and outlet nozzles, selectively connected, in parallel, to the fuel supply to the engine (M). The inlet and outlet of water of the first stage (E1) are respectively connected to the outlet of the water radiator, by means of a cooling water circuit internal to the engine (M), and to the water inlet of the second stage (E2). The water outlet of the second stage (E2) is connected to the inlet of a water radiator, and the inlet and outlet of oil in the second stage (E2) are connected in series to a lubricant oil circuit internal to the engine (M).