The invention relates to an air heat exchanger which comprises an upper air bellow, an upper tube plate, a heat exchange tube, a lower tube plate and a lower air bellow. The upper and lower tube plates and heat insulation materials are connected in a welded manner. The upper air bellow is connected with the upper tube plate in a welded manner. The lower air bellow is connected with the lower tube plate in a welded manner. The upper and lower ends of the heat exchange tube are connected with the upper and lower tube plates in a welded manner. The heat insulation materials are poured on the upper and lower tube plates and cover welding joints of welded connection. According to the heat exchanger, no cracks are likely to be generated between the air bellows and the tube plates or between the tube plates and the heat exchange tube, so that the service life of the heat exchanger is prolonged.