A heat exchange unit, a heat exchange system, and a method of determining the failure of a control valve in the heat exchange system. The heat exchange unit includes: a first flow path; and a second flow path at least partially located within the first flow path to exchange heat with the first flow path, one of the inlet and the outlet of the second flow path being connected to the main flow path of the external heat exchange system through a control valve; a first temperature sensor at the inlet of the first flow path to sense a first temperature T1; a second temperature sensor at the outlet of the first flow path or the second flow path within the first flow path to sense a second temperature T2; and a processor configured to determine whether the control valve fails.