To efficiently perform heat exchange processing of an enclosed object which is sealed in a bag with a surface of the bag kept dry while the bags formed successively in a strip form are being carried.

The heat exchange processor comprises a metallic rotating body 1 for carrying a strip W to be processed comprising a plurality of bags Wa, Wa... continuously and sequentially formed of a longitudinal seal Fa applied along a transfer direction of a long film and lateral seals Fb applied at predetermined intervals in a direction crossing the transfer direction where an object to be packaged is individually enclosed while the strip W is tensely bridged from an extension assist 2 placed at a distance, and an air blower 3 placed between the rotating body 1 and the extension assist 2 for blowing hot or cold air against an external face of the rotating body 1 on an opposite side to the extension assist 2 for heating or cooling the rotating body 1.