A dryer for installation on a self-propelled machine, such as a combine harvester, with recovery of the exhausted thermal energy coming from the endothermic engine of the latter. The dryer is of the on-line type and comprises at least two feed screws, internally to which grain is moved towards a tank and dried by the hot air coming from a first and second heat exchangers respectively, the first heat exchanger being crossed by the high temperature exhaust fumes of said endothermic engine and the second heat exchanger by the cooling liquid.