The intake air cooling device 100A constitutes a heat exchange device that performs heat exchange of the intake air of the internal combustion engine 6. The intake air cooling device 100A includes the heat exchange part 1A configured to perform heat exchange between the cooling liquid W that is introduced thereto and the intake air that is passing therethrough, and the intake air control valve 2 configured to perform control of the intake air that passes through the heat exchange part 1A. The cooling liquid introduction port 13 of the heat exchange part 1A and the intake air control valve 2 are provided at positions opposing each other with respect to the heat exchange part 1A.