The invention discloses a heat exchange inner container manufacturing process. A coating and an inner container wall are arranged, dense and even concave points and convex points are formed on the surface of the inner container wall by machining the inner container wall through a high-speed jet of steel beads, and the surface of the inner container wall is then combined with the coating. Assembly connection of an outer end socket, an inner end socket and a cylinder body is achieved through gas protective welding. The heat-absorption coating and the inner container wall are combined through high-temperature burning. Nanometer coating materials coat the outer layer of the cylinder body of an inner container, nanometer-scale silicate compounds cover the cylinder body of the inner container, and therefore a heat preservation and thermal insulation layer is formed. The heat preservation and thermal insulation layer completely covers the surface layer of the inner container after polyurethane foaming is conducted. The invention further provides the multi-layer sleeve-type heat exchange inner container capable of meeting the requirements of the process, the multi-layer sleeve-type heat exchange inner container is simple in structure, high in safety and long in service life, bending and cutting are not needed, it is ensured that no pipe explosion or pipe cracking occurs in the use process, the occupied area is small, the space is effectively saved, the application range is wide, and the multi-layer sleeve-type heat exchange inner container can be suitable for liquid or gas heating media with different types of mobility and liquid or gas interchange media with different types of mobility.