Disclosed is an exhaust duct (1) for a gas turbine engine (50), comprising a silencer section (12). At least two plate-shaped silencer baffles (20) are provided inside the silencer section (12). At least one of the plate-shaped silencer baffles is configured as a heat exchange device in that it comprises at least one internal cavity (22) suitable for receiving a heat exchange fluid and leakproof with respect to the interior of the exhaust duct, wherein the at least one internal cavity is fluidly connected to the outside of the exhaust duct at an inlet port and an outlet port (23, 24). This device is useful for recuperating exhaust heat from exhaust gases of the gas turbine engine without the expense and additional space required for providing a heat recovery steam generator.