A pump body assembly, fluid machinery, and a heat exchange device. The pump body assembly includes: at least two structure members; a cylinder disposed between the two structure members; and a piston assembly disposed in the cylinder. The piston assembly includes a piston sleeve and a piston slidably disposed in the piston sleeve; an upper end surface of the piston sleeve fits and is limited by a lower end surface of one structure member disposed above the piston sleeve, to prevent the piston sleeve from displacing along a radial direction relative to the one structure member, and effectively solving a problem in prior art that working efficiency of the pump body assembly is affected because the piston sleeve of the pump body assembly is prone to eccentrically rotate.