This study presents, for the first time, a comprehensive multi-fidelity aero-thermo-fluid framework (spanning 0D-analytical, 1D and 3D domains) applied to the analysis of a structural oil-to-air Fan Outlet Guide Vane Cooler (FOGVC) in a jet engine. Addressing the need for efficient thermal management in next-generation engines, a hierarchical approach is established to characterize both thermal dissipation and pressure drop performance. The framework compares five simulation levels—ranging from high-fidelity conjugate heat transfer to 0D analytical models—across two distinct internal geometries (a rectangular inverted-U and a circular coil) covering different flow regimes. The research quantifies the trade-offs between physical fidelity and computational cost, establishing a decision-making criterion for the design of complex structural coolers. Results demonstrate that while 0D analytical methods provide high accuracy-to-speed ratios for temperature prediction, they exhibit significant deviations in pressure drop estimation and lack of capture local thermal gradients critical to structural integrity, where high-fidelity fully coupled 3D simulations are indispensable.Furthermore, the analysis reveals fundamental limitations in current passive heat exchanger designs under extreme operating conditions, suggesting a paradigm shift toward active or adaptive components is required to meet future dissipation targets.