This work presents the implementation of a dual-extended Kalman filter (DEKF) in a double pipe counter-current heat exchanger. The DEKF aims to estimate online the heat transfer coefficient (HTC) to monitor the process. Some investigations estimate parameters in heat exchangers to detect fouling. However, there is limited research on online estimation using DEKF. The tests were performed at two operating conditions: in the first condition, the inlet temperatures were without perturbation; meanwhile, in the second operating condition, the cold-water inlet temperature was perturbed by the environmental heat. The experimental tests were carried out at different cold mass flow rates, which impact the temperatures and vary the heat transfer coefficient of the heat exchanger. The results showed adequate agreement between the estimated values of the heat transfer coefficients and those calculated with algebraic equations. This adequate agreement indicates that the DEKF method is conducive to detecting some problems in heat exchanger applications, such as poor heat transfer performance caused by fouling.