A method is provided for the diagnosis of the EGR cooler efficiency in a Diesel engine that includes but is not limited to construction of a model for determining the temperature drop y=ΔT in the EGR cooler, the model having a parameter vector θ and an input vector x; performing a model calibration phase in order to estimate the bias h0 of the system; calculation of a set of primary residuals ε(θ0, x, ΔT), staffing from the model equation and using the results of the calibration phase; calculation of a set of improved residuals εN(θ0): ɛ N ⁡ ( θ 0 ) = 1 N ⁢ ∑ k = 1 N ⁢ ( ɛ ⁡ ( θ 0 , x k , y k ) - h 0 ) where N is the number of samples on which the diagnostic test is performed; calculation of a diagnostic index S: S=εTNR0−1εN and, use of the diagnostic index S in order to diagnose the efficiency of the EGR cooler.