Abstract: A system (1) for cooling EGR gas and lubrication oil, which is compact, resistive to vibration, and heats the lubrication oil at cold start of an engine (2) while cooling EGR gas. A system housing (10) is directly attached to a lateral wall of a cylinder block (3) such that engine cooling water flows therein. An EGR gas heat exchanger (16) and oil heat exchanger (15) are located in the housing (10) and immersed in the cooling water. Since the two heat exchangers (15, 16) are placed close to each other, high temperature EGR gas flowing in the EGR gas heat exchanger (16) heats low temperature lubrication oil flowing in the oil heat exchanger (15) via the cooling water when the engine (2) is cold. As a result, the viscosity of the lubrication oil drops and it assists easier start up of the engine under a cold condition. Since the single housing (10) is shared by the two heat exchangers (15, 16), the system (1) is compact.