Abstract: A combined self-cleaning grease and particulate filter and heat exchanger used to collect thermal energy normally vented through flue hoods or other ventilation systems in commercial or institutional kitchens. Fluids circulated within the heat exchanger/filter may then be utilized for heating other mediums, such as water or air, and to promote drainage of the particulate matter and grease from the filter into a removable storage container. The heat exchanger/filter is provided with means for quick assembly and designed to replace existing grease filters, thus allowing economical retrofitting. A baffle filter is further provided which utilizes particular flow patterns to promote a more efficient transfer of grease and particulate matter from the airborne fumes to the filter.