The invention discloses a connecting method for a corrosion-resistant high-temperature alloy pipe and a corrosion-resistant high-temperature pipe plate. The connecting method includes the steps that firstly, a pipe hole is machined in the pipe plate, a U-shaped annular feeding groove for containing a brazing filler metal ring is machined around the pipe hole and in the upper side of the pipe plate, the inner diameter of the U-shaped annular feeding groove is not smaller than the sum of the outer diameter of the pipe plus 1 mm, and a plurality of feeding holes which communicate with the U-shaped annular feeding groove and the pipe hole are evenly distributed in the circumferential direction of the pipe hole; secondly, the pipe penetrates through the pipe hole, the lower end of the pipe is made to protrude out of the lower side plane of the pipe plate, then the protruding part at the lower end of the pipe is expanded, and finally, the protruding part at the lower end of the pipe is pressed into the pipe hole; thirdly, fusion welding is carried out on the joint of the lower end of the pipe and the lower side of the pipe plate, and the weld penetration is not smaller than the wall thickness of the pipe; and fourthly, the brazing filler metal ring is put into the U-shaped annular feeding groove, and vacuum brazing is carried out. The invention further discloses a corrosion-resistant high-temperature alloy heat exchanger. By means of the connecting method for the corrosion-resistant high-temperature alloy pipe and the corrosion-resistant high-temperature pipe plate, and the heat exchanger, full-thickness alloy combination between the pipe and the pipe plate can be guaranteed.