A safety auxiliary system, coupled to a modular battery of an underwater vehicle having a number of modules, each provided with a plurality of cells, has: a first subsystem, which detects conditions indicative of a thermal runaway in any of the modules d manages such a thermal runaway, intervening locally on the module to cool the corresponding cells so that the thermal runaway is not propagated; and a second subsystem, cooperating with, and operatively coupled to, the first subsystem, which manages gases present in the module associated with the thermal runaway, preventing them from pouring inside the underwater vehicle. The first subsystem is provided with a first electronic control unit for each of said modules, and the second subsystem is provided with a second electronic control unit, distinct from, and operatively coupled to, the first electronic control unit through a communication connection, so as to receive an alarm signal upon detection of the conditions indicative of the thermal runaway in the corresponding module.