The invention belongs to the field of heat exchange of small diesel steam generators, and relates to a device for improving heat exchange efficiency. The device comprises a water inlet pipeline (1), acirculating water pipeline (2), a steam outlet and purging pipeline (3), a heat exchanger assembly (4), a combustor assembly (5), an air compressor assembly (6) and a gas-liquid separator (7). The invention aims to provide the novel plateau movable type steam generating device which has heat recovery, energy conservation, emission reduction as well as self-blowing sewage discharging functions.