One of the ways to make cost-competitive electricity, from concentrated solar thermal energy, is increasing the thermoelectric conversion efficiency. To achieve this objective, the most promising scheme is a molten salt central receiver, coupled to a supercritical carbon dioxide cycle. A key element to be developed in this scheme is the molten salt-to-CO2 heat exchanger. This paper presents a heat exchanger design that avoids the molten salt plugging and the mechanical stress due to the high pressure of the CO2, while improving the heat transfer of the supercritical phase, due to its compactness with a high heat transfer area. This design is based on a honeycomb-like configuration, in which a thermal unit consists of a circular channel for the molten salt surrounded by six smaller trapezoidal ducts for the CO2. Further, an optimization based on the exergy destruction minimization has been accomplished, obtained the best working conditions of this heat exchanger: a temperature approach of 50 °C between both streams and a CO2 pressure drop of 2.7 bar.