Process for heating via oxy-fuel combustion in which a stream of air is heated by means of at least one portion of the residual heat present in the fuel gases discharged from the combustion chamber, at least one portion of said hot air stream is introduced into an oxygen production unit in which a portion of the oxygen present in the hot air stream is extracted by means of one or more ITM, with a first stream of oxygen at high temperature being obtained, said first stream of oxygen is mixed with a second stream of oxygen so as to obtain a total stream of oxygen at a lower temperature than that of the first stream of oxygen, at least one portion of the total stream of oxygen being transported to the combustion chamber and used within as oxygen-rich oxidizer.