Heat exchange device and gas water heater

The invention belongs to the technical field of water heaters, and particularly relates to a heat exchange device and a gas water heater. The heat exchange device aims at solving the technical problems that the sealing performance between an existing heat exchange pipeline and a shell of the heat exchange device is poor, and smoke leakage exists. The heat exchange device comprises a heat exchange pipeline, an inner lining plate and an outer end plate, the outer end plate is provided with a first via hole, the inner lining plate is provided with a second via hole opposite to the first via hole, and the edge of the second via hole is bent and extends towards the outer end plate to form a lantern ring. And the end part of the heat exchange pipeline penetrates through the second via hole and the lantern ring to the outer side of the outer end plate. The heat exchange pipeline expands and deforms, the lantern ring and the hole wall of the second via hole are extruded, so that the lantern ring and the heat exchange