Taught herein is a heat retainer for a heat exchanger the retainer having a coating layer. At least one surface of the heat retainer is coated with a highly-radiative material forming a coating layer whose emissivity is greater than that of a substrate material of which the core of the heat retainer is made. The heat retainer is in the shape of a honeycomb, a fin, a ball, an ellipse or a plate, and one or a plurality of inner holes are disposed therein. The substrate of which the heat retainer is made is a refractory material, a ceramic material or a steel material. The heat retainer has comparatively good heat absorption and emission performance; heat storage capacity is increased, diathermancy is improved, and energy is saved.