The invention discloses a wind generating set, an electromagnetic device and a heat exchange device of an iron core. The heat exchange device of the iron core comprises a sprayer capable of introducing an air flow. The sprayer is provided with spray holes; and the air flow can be sprayed to the end part of the iron core through the spray holes. The sprayer sprays cold air flow or hot air flow at the end part of the iron core, so that a cooling and drying environment is constructed at the end part of the iron core, heat dissipation of the iron core is facilitated, maintenance of the insulatingproperties, including the insulation of a winding itself and the insulation between the winding and the iron core, of the end part of the winding is also facilitated, and protection of a magnetic poleand a protective coating thereof is also facilitated.