PURPOSE: To reutilize collected particles and simultaneously improve a heat recovery efficiency, by a method wherein an air cleansing device is mounted on a heat exchanger for retrieving the exhaust heat of exhaust gas so that particle can be removed through a dry system.

CONSTITUTION: When exhaust gas (a) passes through an exhaust gas flow passage 2 in a heat exchanger 1 from above to below, particle in the exhaust gas (a) is adhered to the inner wall of a heat exchanger 1 for removal, and the cleansed exhaust gas (a) is exhausted through a gas outlet 6. Meanwhile, the air (b) passing through the air flow passage 3 in the heat exchanger 1 retrieves an exhaust heat from the exhaust gas (a) at the inside of the heat exchanger 1. Further, a cleansed air (c) blown in through an air cleansing device 5 at specified periods blows down the particle adhered to an inner wall to retrieve it in a particle gathering box 4.