The utility model discloses a heat exchange device used for an alcohol making device. The heat exchange device used for the alcohol making device comprises a heat exchange tube (2) and a shell (1), wherein the shell (1) is connected with two ends of the heat exchange tube (2) in a welding mode and is used for conveying a hot air source; the connection position of the heat exchange tube (2) and the shell (1) is provided with round flange parts of which the thickness corresponds to the wall thickness of the heat exchange tube (2); the heat exchange tube (2) is set to be connected with the round flange part of the heat exchange tube (2); the sizes of the connection positions of the shell (1) and heat exchange tube (2) are corresponded; during welding, the shell (1) and the heat exchange tube (2) are kept at the same cooling speed to avoid the phenomenon of high cooling speed due to the big area of the shell (1); and therefore, the welding quality of the heat exchange tube (2) is guaranteed.