This study has been devoted to the investigation of the use of an exhaust gas energy recovery system in a test bench of a single-cylinder diesel engine in four different modes of operation, in search of the potential for recovery energy in these classes of devices, the influence of fuel on their efficiency and the influence of the device in the reduction of polluting emissions. For this reason, a thermoelectric generator is constructed, which is mainly made up of an internal rectangular duct-type heat exchanger and twenty thermoelectric modules installed on the upper and the lower side of the heat exchanger in a 5×2 arrangement. A data acquisition system is connected to the thermoelectric generator and it allows monitoring the electrical power generated by the thermoelectric modules, the temperatures of the exhaust gases at the inlet and outlet of the heat exchanger, and the polluting emissions. The maximum net electrical power recovered has been of 65.28 W and 57.8 W for the B5 and the B10, respectively. The maximum value of energy recovery obtained leads to a decrease in fuel and a reduction in CO2, CO, HC, NOx, and NO emissions of 2.43% and 2.65% for B10 and B5.