To provide a heat exchanger and a construction method of the heat exchanger capable of being easily buried and constructed without generating shifts of pitches of pipes of the heat exchanger in burying and damages of the pipes.

The pipes 7 are wound along a spiral groove 3 on an outer face of a spirally-grooved pipe 5, and guided into the spirally-grooved pipe 5 from a hole 13 formed on the spirally-grooved pipe 5. The pipes 7 entering into the spirally-grooved pipe 5 pass inside of the spirally-grooved pipe 5, and penetrate through an end portion of the spirally-grooved pipe 5. Joints 9 are disposed on both ends of the pipes 7 to be connected with a pump and the like. The fluid as a heat medium flows inside of the pipes 7. A tip member 11 is disposed on a tip of the heat exchanger 1. The tip member 11 is pressed into the spirally-grooved pipe 5 by external force.