The present invention provides a heat exchange reactor comprising a reaction tube for obtaining a product (B) by exothermic reaction while passing a starting compound (A) therethrough and a reactor shell covering the surrounding of the reaction tube and having its interior divided into a plurality of regions along the passing direction of the starting compound (A), each of which regions is filled with a heat medium for carrying out heat exchange between the inside of the reaction tube and the heat medium independently for the respective separate regions; wherein the reactor is provided with a heater for heating the heat medium charged in the most upstream region among the separate regions independently from the heat media charged in other regions.