This invention is a tube bundle heat exchanger for thermophoretic deposition of aerosol particles. It has a housing with an internal chamber, and several cold and hot tubes. The cold and hot tubes are arranged in a staggered manner in the internal chamber of the housing. Low and high temperature fluids flow inside the cold and hot tubes, respectively. When the exhaust gas passes through the chamber, temperature gradient between the cold and hot tubes causes aerosol particles suspended in the exhaust gas to deposit on the surface of cold tubes to achieve the treatment of exhaust gas. Staggered arrangement of cold and hot tubes can maintain nearly constant temperature gradient in the direction of the gas flow thereby enhances the overall removal efficiency of particles.