The invention discloses a convection cooling heat exchange test device. The heating system adopts a quartz lamp heater. The measuring system includes a gas proportional valve, a gas flow meter, a heating controller, a temperature measuring instrument and a test piece. The cooling system includes a gas Source, air path hose, air flow rectification device and air flow transition device, its support system includes air path fixing device and test piece heat insulation device, the test piece and test piece heat insulation device are arranged in the air flow transition device, and the test piece heat insulation device It is arranged on the left and right sides of the lower bottom surface of the test piece, and the quartz lamp heater is installed on the upper top surface of the airflow transition device at the position corresponding to the test piece to realize the heating of the heating surface of the test piece. The proportional valve, gas flow meter, and airflow rectification device enter the interior of the test piece located in the airflow transition device to realize convection cooling of the test piece. The invention has simple components, simple operation, low cost, little external interference and reliable test results.