Cold start driving cycles exhibit an increases in friction losses due to the low temperatures of metal components and media compared to the normal operating engine conditions. These friction losses are adversely affected to fuel economy. Therefore, in recent years, various techniques for the improvement of fuel economy at cold start driving cycles have been introduced. The main techniques are the upward control of coolant temperature and the fast warm-up techniques. In particular, the fast warm-up techniques are implemented with the coolant flow-controlled water pump and the WHRS (waste heat recovery system). This paper deals with an effect of fast ATF (automatic transmission fluid) warm-up on fuel economy using a recovery system of EGR gas waste heat in a diesel engine. On a conventional diesel engine, two ATF coolers have been connected in series, i.e., an air-cooled ATF cooler is placed in front of the condenser of air conditioning system and a water-cooled one is embedded into the radiator header. However, the new system consists of only a water-cooled heat exchanger that has been changed into the integrated structure with an EGR cooler to have the engine coolant directly from the EGR cooler. The ATF cooler becomes the ATF warmer and cooler, i.e., it plays a role of an ATF warmer if the temperature of ATF is lower than that of coolant, and plays a role of an ATF cooler otherwise. Chassis dynamometer experiments demonstrated the fuel economy improvement of over 2.5% with rapid increase in the ATF temperature.