The disclosure provides a liquid cooling heat exchanger, comprising a first cover plate, a second cover plate and a fin, the first cover plate and the second cover plate stacked on each other so as to form a chamber therebetween, the fin disposed within the chamber, the first cover plate made of a composite material, wherein there is a bonding layer between the first cover plate and the second cover plate, and the bonding layer has a melting point lower than melting points of the first cover plate, the second cover plate and the fin. The disclosure also relates to a method for making the liquid cooling heat exchanger.