A heat exchange device includes: a case, a fan provided inside the case and having a fan air outlet and a fan air inlet, a heat exchange element provided inside the case, a case air port formed in the case, and an adapter connected to the case air port at one end thereof, the adapter including more than one pipe connecting portions with different diameters, the pipe connecting portion closest to the case air port being a first pipe connecting portion, the pipe connecting portion farthest from case air port being a second pipe connecting portion; the diameter of the first pipe connecting portion is larger than the diameter of the second pipe connecting portion, and a thermal insulation component is provided in the adapter and has an air passage therein for passing air therethrough. The disclosure is advantageous in preventing occurrence of condensation and improving product safety.