A method of manufacturing a heat exchanger includes processes of: arranging tubes at a predetermined pitch on a set base; inserting fins into spaces each defined between the tubes; compressing the tubes and the fins in the direction of arrangement thereof; mounting hollow headers to longitudinal ends of the tubes, each header having slits engaged with a corresponding end of the tubes; and attaching end covers to both ends of the headers, each cover closing holes which open at the corresponding end of the headers.