A heat exchanger includes at least one exchanger module, including a combustion chamber for the generation of an exchange fluid, a slotted wall for the passage of the exchange fluid and an expulsion chamber for the exchange fluid provided with a discharge flue. Said exchanger module is formed by a pair of basic elements, each of which contributes to form a part of said combustion chamber, a part of said slotted wall and a part of said expulsion chamber. The basic elements are reciprocally connected in facing position so as to form a single block. The present invention facilitates the assembly operations for a heat exchanger, to obtain modular exchangers and to reduce the structural elements of the exchangers.