A combined EGR cooler and non-thermal plasma device has first and second fluid passageways which are in heat exchange communication with one another. One or more electrodes are located in the second fluid passageway. The electrodes are connected to a voltage source. When a voltage of sufficient magnitude is applied to the electrodes, a non-thermal plasma is generated in the second fluid passageway. The device can be constructed in the form of a shell-and-tube heat exchanger or a stacked-tube type heat exchanger, wherein the electrodes extend through the heat exchange tubes. Hot exhaust gases preferably flow through the tubes in heat exchange contact with a liquid coolant, thereby cooling the exhaust gases. The electrodes generate non-thermal plasma inside the tubes, converting at least a portion of the NO in the exhaust to NO.sub.2, which reacts with soot in the exhaust gases to generate CO.sub.2 and N.sub.2, thereby cleaning the exhaust gases.