The present invention relates to a heat exchanger having a combustion chamber and a combustion apparatus including the same, in which the combustion chamber is formed in a space that is surrounded by heat exchange pipes of the heat exchanger in a combustion apparatus such as a boiler or a water heater or the like, so that the inner space of the heat exchanger may be used as the combustion chamber without the need for a separate combustion chamber. To realize the above purpose, the heat exchanger having the combustion chamber of the present invention, comprises a plurality of heat exchange pipes having a predetermined length positioned in a horizontal direction, wherein the plurality of heat exchange pipes are isolated from each other at certain intervals, and the combustion chamber is formed in the inner space surrounded by the plurality of heat exchange pipes.