The present invention relates to a three-pass heat exchanger (11, 41) for an EGR system, comprising a casing (13, 43) housing at least one cooling chamber for gas circulating through a plurality of pipes and heads on its ends coupled to the gas inlet pipe coming from the exhaust manifold and to the gas outlet pipe connected to the intake manifold of the engine, which is configured as a three-pass heat exchanger, i.e. with three differentiated areas (21, 23, 25; 51, 53, 55) for gas circulation from the inlet pipe to the outlet pipe, the inlet pipe and the outlet pipe being located at opposite ends of the exchanger. The exchanger can include a bypass valve (35, 68) and two cooling chambers (61, 63) at different temperatures.