Abstract: A system and a process are described for the production of frozen carbon dioxide pellets in the solid form, in which a heat exchanger device is provided for the formation of pellets made from a container which houses a bundle of tubes, each having an inlet opening, in which carbon dioxide enters in the liquid state and each having an output opening from which the carbon dioxide comes out in the solid state in the form of pellets. The container includes at least one inlet connection and at least one outlet connection for the circulation of a cooling fluid in the device and is divided into at least three sections separated and connected in series forming at least three zones with different temperatures.