To provide a heat exchange pipe unit and a method of laying a heat exchange pipe, capable of easily and accurately performing laying work in a laying site and preventing scratches on the surface of the heat exchange pipe during the laying work.

By folding back the flexible heat exchange pipe 21 for a plurality of times, a plurality of stages of horizontal parts 22 are formed at predetermined intervals, and the plurality of stages of horizontal parts 22 are fixed to holding members 31 holding the intervals of the plurality of stages of horizontal parts 22, so as to constitute the heat exchange pipe unit 10. Before laying of the heat exchange pipe 21, the plurality of stages of horizontal parts 22 are rolled up from the end side to enable carrying. During laying of the heat exchange pipe, at the laying site, the heat exchange pipe unit 10 is returned from the rolled up state enabling carrying and is arranged in a hole or a groove in the laying site with the plurality of stages of horizontal parts 22 held by the holding members 31.