In this paper, three cases of heat exchangers (HEXs) in the exhaust of a diesel engine are modeled numerically for improving the exergy recovery amount. Simple double pipes, longitudinal and circular finned-tube HEXs are modeled to study the fin effect in waste heat recovery amount. It is tried to compare the circular and longitudinal fin's effect (with the same surface area) on exergy recovery and pressure drop in the exhaust. As a main outcome, results show that circular fins cannot enhance exergy recovery due to trapping the gases between them and producing a high pressure drop compared to longitudinal fins. Also, L 16 Taguchi array is applied to find the most important parameters in longitudinal fins to find the optimum design for this heat exchanger. Finally, a multi-objective optimization by central composite design is applied to find the optimum dimensions of proposed HEX in different engine loads.