The invention provides a data exchange device between an internal network and an external network, comprising an input terminal, a ferry device and an output terminal, wherein the ferry device comprises an intermediate server, a transfer server, a record optical drive, a read-only optical drive, an intermediate manipulator, a transfer manipulator, a first disc warehouse, a second disc warehouse, athird disc warehouse, and a controller; the output terminal comprises an output manipulator, an output record optical drive, a fourth optical disc warehouse, an output controller, and an output disctray; the input terminal comprises an input manipulator, an input disc tray, an input read-only optical drive, an input controller, and a fifth disc warehouse; the input terminal and the intermediateserver are connected by a network cable, the relay server is connected to the internal network for data transmission, the internal network is connected to the output terminal for data transmission, and the intermediate server is provided with a virus killing module. The invention enables a real "physical isolation" between the external network and the internal network.