The invention discloses a smoke dust removal heat exchanger, which comprises a heat exchanger body, a smoke passage, a water flow passage and an ultrasonic dust removal device, wherein the ultrasonic dust removal device comprises an electric dust removal machine box and an ultrasonic dust remover, the ultrasonic dust remover is arranged in the electric dust removal machine box, a plurality of electrode plates, a plurality of dust collection nets, an air inlet, a high voltage power source and a rectifier are arranged in the electric dust removal machine box, multiple electrode plates are arranged at an inlet part near the air inlet, are parallelly arranged, and are arranged along the air flow direction of the air inlet, the dust collection nets are respectively arranged at the two side surfaces of each electrode plate, the air inlet is in a funnel shape with large opening diameter and large pipe diameter, high voltage power generated by the high voltage power source is rectified by the rectifier, and then is outputted to each electrode plate to supply power for the corresponding electrode plate, and the rectifier is connected with the ultrasonic dust removal device. The smoke dust removal heat exchanger has the advantages that the dust removal effect is good, the maintenance is convenient, and the labor is saved.