PURPOSE: A rectangular regenerative combustion apparatus having an assembling type wind direction change device and method for changing a wind direction is provided to successively perform the admission of a harmful gas, perform the complete combustion of the harmful gas, and treat the harmful gas remaining in a treatment process by using a fuzzy air system, thereby preventing the environmental pollution. CONSTITUTION: A rectangular regenerative combustion apparatus having an assembling type wind direction change device is composed of a regenerative combustion oxidation and catalytic regenerative combustion oxidation having a regenerative layer(10) and a catalytic layer(20) on the regenerative layer(10) to treat the waste gas of a volatile organic chemical generated from a manufacturing process to discharge a clean air to outside by the high-temperature combustion. A regenerative combustion apparatus is formed in a rectangular shape to laminate a regenerative material by arranging the regenerative layer(10) and catalytic layer(20) in a rectangular shape. An assembling type wind direction change apparatus is installed at an outer portion of the regenerative combustion apparatus in parallel.