The invention relates to an exhaust gas heat exchanger, in particular, to an exhaust gas cooler for exhaust gas recirculation in a motor vehicle comprising heat exchanging channels (3) which are coolable by a fluid and passed through by the exhaust gas, wherein the inventive exhaust gas heat exchanger (1) is integrated into an oxidation catalyst comprising a support provided with an oxidation catalyst coating (6) in such a way a deposit (5) is formed in the channels (3).