A method for exchanging messages is performed by a slave device, and includes: receiving a submission queue (SQ) tail doorbell from a host to learn that X SQ entries need to be processed, wherein “X” doesn't exceed a host SQ entry upper limit; performing multiple read operations according to the SQ tail doorbell to read the X SQ entries from the host, wherein the slave device reads Y SQ entries at most in each read operation, and “Y” is smaller than “X” and doesn't exceed a slave device SQ entry upper limit; preparing P completion queue (CQ) entries; performing multiple write operations to transmit the P CQ entries to the host, wherein the slave device transmits Q CQ entries at most in each write operation, and “Q” is smaller than “P” and doesn't exceed a slave device CQ entry upper limit; and transmitting a CQ tail doorbell to the host.