A compact heat dissipation device with an improved means of heat dissipation includes a heat conducting plate, a heat dissipating fin, and a plurality of U-shaped heat transferring tubes. The heat conducting plate defines a first through hole. The heat dissipating fin is fixed on the heat conducting plate. A first end of each of the plurality of heat transferring tubes is connected to the heat dissipating fin, a second end of each of the plurality of heat transferring tubes is arranged in the first through hole so as to be side by side with each other, and side surfaces of the second ends are in surface contact. The present disclosure also provides a heat dissipation device assembling method.