System (1) for the purification of exhaust gases (S) of an endothermic engine (100), comprising at least one duct (2) for exhausting the gases produced by said endothermic engine, means (3) for cooling said exhaust gases which cross said duct (2) so that to cause, at least in part, the condensation of the water vapor contained in said exhaust gases in water (AC), and means (4) for separating the condensed water (AC), which is condensed by said cooling means along the exhaust duct, from the exhaust gases and for deviating it along a secondary duct (10), said system being characterized by further comprising filtering means (5), which are arranged downstream of said separating means (4) along said secondary duct (10), for filtering said condensed and separated water (AC).