A heat exchanger pipe in a flow duct for gases. The pipe first section has a second section with an inner pipe for transferring heat transfer medium; an outer pipe that radially encloses a part of the inner pipe; and a medium layer between the outer pipe and the part of the inner pipe. The second section of the heat exchanger pipe bends less than 90 degrees. Furthermore, the first section is insulated in its entirety, or non-insulated in the vicinity of other heat recovery surfaces only. In the device the temperature of the heat transfer medium flowing in the inner pipe is at least 500° C., the temperature of the outer surface of the outer pipe is higher than 600° C., or an auxiliary agent is fed to the thermal device.