A heat exchange system and a method for reclaiming corrosion inhibitor in a heat exchange system are provided by the present disclosure. The heat exchange system includes a compressor (1), a condenser (2) and an evaporator (3) connected in sequence, and the heat exchange system further includes a system for reclaiming corrosion inhibitor which includes an ejector (6) including a high-pressure fluid inlet (61) connected to an outlet (11) of the compressor, a suction fluid inlet (62) connected to the heat exchange system to extract a liquid-state refrigerant in the heat exchange system, and a fluid outlet (63) leading to bearings of the compressor, wherein a pressurizing device (5) is provided between the outlet of the compressor and the high-pressure fluid inlet of the ejector. The heat exchange system according to the embodiments of the present disclosure can provide sufficient corrosion inhibitor to the bearings of the compressor under various working conditions.