A heat exchanger includes an inner tube extending along a central axis, an array of a plurality of heat transfer members mounted to the inner tube, and a plurality of outer tubes disposed radially outward of and in parallel relationship to the inner tube, the inner and outer tubes extending longitudinally to pass through the array of heat transfer members. The heat exchanger is particularly suited for use as an engine exhaust cooler in connection with a transport refrigeration unit, wherein the inner tube defines an internal flow passage through which engine exhaust gas passes, each outer tube defines an internal flow passage through which refrigerant passes, and the plurality of flow passages between adjacent heat transfer members defines an air flow passage. In an embodiment, the heat transfer members may be annular disks having an internal chamber filled with air or other heat transfer working fluid.