An automatic pallet exchange device includes: a pallet magazine 1 that accommodates a plurality of pallets 3 respectively having a plurality of horizontally extending protrusions 16 so as to be taken in and out in horizontal directions; a pallet fixing part 23 that allows the plurality of protrusions 16 to be engaged with a plurality of depression parts 17 to horizontally fix the pallet 3 and a pallet fixing table 20 on which the pallet fixing part 23 is arranged. The pallet 3 horizontally fixed by the pallet fixing part 23 is horizontally turned and horizontally moved to exchange the pallets 3 between the pallet fixing table 20 and the pallet magazine 1.