A method of forming a heat exchanger for use with a rotating component configured to rotate about an axis of rotation is provided including generating a stereolithography file of the surface geometry of the heat exchanger. The surface geometry of the heat exchanger includes a cylindrical base having a plurality of fins extending generally radially therefrom. The surface geometry defined in the stereolithography file is ‘sliced’ into a plurality of axisymmetric layers, perpendicular to the axis of rotation. Energy from an energy source is applied to a powdered material causing the powdered material to fuse and form the plurality of axisymmetric thin layers. Each of the axisymmetric thin layers is integrally formed with an adjacent axisymmetric thin layer to create a unitary heat exchanger.