The invention discloses heat exchange equipment with an automatic cleaning function. The heat exchange equipment is applicable to a gas-water heat exchange system and comprises a heat exchanger, a spray device and an eccentric electric mechanism. The spray device is arranged above a heat exchange pipe and comprises a support and a plurality of spray water pipes, the spray water pipes are arranged on the support and are arranged on the top of the heat exchanger at intervals via the support, two ends of the support are respectively arranged on cylinder walls of the heat exchanger, support slide grooves are formed in the cylinder walls of the heat exchanger, the support can slide in the support slide grooves and is connected with the eccentric electric mechanism by a connecting rod, inlets of the spray water pipes are connected with a water supply pipe by a spray hose, the water supply pipe is connected with a water pump, and a valve is arranged on the water supply pipe. The heat exchange equipment has the advantages that the spray device can reciprocate along the direction of the heat exchange pipe via the eccentric electric mechanism, dirty substances among portions of the heat exchange pipe can be cleaned by the aid of a movable spray pipe bundle, and accordingly the heat exchange efficiency of the heat exchanger can be improved.