An experimental analysis is performed to study the instantaneous heat fluxes, during the engine cycle, in the combustion chamber walls of a direct injection (DI), air cooled, four stroke, Diesel engine located at the authors laboratory. For this purpose, a novel experimental installation has been developed, which separates the engine transient temperature signals into two parts, namely the 'long' and the 'short' term response ones, followed by their discrete processing in two independent data acquisition systems. Furthermore, a new pre-amplification unit for fast response thermocouples, appropriate heat flux sensors and an innovative, object oriented, control code for fast data acquisition have been designed and developed for the needs of the study. One dimensional heat conduction with Fourier analysis of the raw temperature data are implemented in order to calculate the instantaneous engine cylinder and exhaust pipe heat fluxes. Analysis of the experimental results reveal many interesting aspects of transient engine heat transfer. The effect of engine speed on cylinder head and exhaust manifold heat losses is presented. The simultaneous presentation of heat fluxes on the cylinder head and exhaust manifold, together with the engine indicator diagram, sheds light into the mechanisms governing the transient heat transfer. This is very important, since especially for air cooled Diesel engines, limited information seems to exist in the relevant literature.