A heat exchange system is provided in which low temperature water from a supply pump (15) is split and supplied to an auxiliary evaporator (17) provided so as to cover an exhaust port (16) extending from a combustion chamber of an internal combustion chamber (E) and to a main evaporator (11) provided downstream of the exhaust port (16). The direction of water flowing through the auxiliary evaporator (17) is parallel to the direction of flow of exhaust gas, and as a result an upstream section of the exhaust port (16), which has a high temperature, can be cooled effectively with low temperature water, and the escape of heat from the upstream section of the exhaust port (16) can be suppressed. The direction of water flowing through the main evaporator (11) is opposite to the direction of flow of exhaust gas, thus ensuring that there is a temperature difference between the water and the exhaust gas along the whole length of the water passage of the main evaporator (11) and enabling the heat exchange efficiency to be improved.