The invention relates to the technical field of heating accessory devices, in particular to a heating device based on a heat exchange technology of a relay energy station. The heating device can remove impurities of backwater of a common user heater and reduce corrosion of impurities on a recovery box and a heating coil. The heating device can recover heat in the backwater of the common user heater more fully, so that the waste of heat energy is reduced; meanwhile, pollution to the water environment caused by drainage is prevented, so that the using reliability is improved; the heating devicecomprises a recovery box, a plate heat exchanger and a water supplementing box, wherein a first water inlet pipe, a first backwater pipe and a conveying pipe are arranged on the plate heat exchanger;the water supplementing pipe communicates between the water supplementing box and the plate heat exchanger; and a water supplementing pump is arranged on the water supplementing pipe; the heating device also comprises an impurity removing box, a proportioning box, a first water pump, a barrel-shaped filter screen, a second backwater pipe, a first motor, a material conveying pipe, a left guide plate, a right guide plate, a wrapping heat exchange plate, a first circulating pipe, a second circulating pipe, a circulating water pump, a processing box, a second water pump, a second motor and a feeding pipe.