The gas turbine engine (3) comprises a compressor section (9) configured for compressing combustion air, a combustor section (15) and a turbine section (21). The turbine section (21) comprises a turbine rotor (41) with a bladed wheel (43) rotating around a turbine rotation axis (A- A), an exhaust gas diffuser (65), and a casing (52) having an inner surface and an outer surface. The casing (52) further comprises a plurality of cooling fins (75) located on the outer surface thereof.