A counter-flow fin plate heat exchanger for gas-to-gas heat exchange includes several outer channel fins, an outer channel bending plate, an inner channel fin and an inner channel bending plate. The outer channel bending plate is a flat plate with two sides bending upward vertically. The inner channel bending plate is a cuboid box without a cap on the top, and the top of the inner channel bending plate is hermetically fixed with the bottom of the outer channel bending plate. The several outer channel fins are arranged in parallel inside the outer channel bending plate. The inner channel fins are arranged inside the inner channel bending plate. Ends of a side surface corresponding to two long sides of the inner channel bending plate are respectively provided with an opening, and the two openings are respectively disposed at different ends of the two side surfaces.