A heat recovery device includes: a honeycomb structure including an outer peripheral wall having at least one outer peripheral surface, and partition walls arranged on an inner side of the outer peripheral wall, the partition walls defining a plurality of cells each extending from a first end face to a second end face to form a flow path for a first fluid; a thermoelectric conversion element arranged to face the outer peripheral surface of the outer peripheral wall; a cylindrical member that circumferentially covers the honeycomb structure in which the thermoelectric conversion element is arranged; a casing arranged at an interval so as to form a flow path for a second fluid, the casing being arrange on a radially outer side of the cylindrical member; and a pressing member being configured to press the cylindrical member against the thermoelectric conversion element. The cylindrical member has one or more slit portions.