Several works have previously shown that the concept of pneumatic-combustion hybrid engine is an interesting alternative to the Electric Hybrid Vehicle, by leading to equivalent fuel savings for a probable lower cost. However, these studies have shown that the thermal insulation of the tank is a problem. Indeed, due to its size and its location, the adiabaticity of the pneumatic tank cannot be guaranteed. During a regenerative braking (pneumatic pump mode) the hot and pressurized air that is send to the tank cools, pressure drops and density increases. When reusing the air in pneumatic motor mode, the mass necessary to fill the cylinder is greater than the one that would have been necessary if the air was not cool at its stay in the tank. This phenomenon is the major cause to the quite low regenerative efficiency that has been observed on a prototype engine. This paper proposes and evaluates a solution to this problem by using an intermediate air tank heated by the exhaust gases while the engine operates in the conventional combustion mode. The proposed concept is developed in detail and 0D thermal and thermodynamic modeling is proposed. The fuel savings, for the NEDC and WLTP driving cycles under several thermal initial states of the intermediate tank, are estimated by numerical simulations. Finally, the influence of the intermediate heated tank size is investigated.