Starting from the Hartree-Fock (HF) exchange energy for a spin saturated system and expanding the first order density matrix we have built a non local energy density functional and its corresponding variational one body potential without problems of divergence at large distances. Fitting the “dummy” parameter k which appears due to the truncation of the expansion, our non-local Energy Density Functional (EDF) can be applied to atoms and metal clusters. In the atomic case the present approach improves significantly the total binding energies as well as the eigenenergies of the single particle levels. The first ionization potential of the alkaline metals approaches the experimental values better than the Local Density Approximation (LDA) ones. The application of this non-local approach to Na clusters gives also a significant improvement of the first ionization potentials compared with the LDA prediction.