The invention discloses a baffle rod type heat exchanger with a built-in expansion joint. The baffle rod type heat exchanger with the built-in expansion joint comprises a tube box assembly, a shell assembly, a tube bundle assembly and an expansion joint assembly, wherein the tube box assembly comprises a tube box cylinder, a tube box end socket, a tube box flange, a gas inlet and a gas distributor; the tube bundle assembly comprises a tube bundle, a left tube plate and a right tube plate are arranged at the two ends of the tube bundle, and the tube bundle assembly further comprises a short joint and a conical end socket; the expansion joint assembly comprises the expansion joint and a flange ring; the shell assembly comprises a shell pass cylinder, a shell pass end socket and a reinforcing tube; the tube bundle assembly is positioned in the shell pass cylinder, and the reinforcing tube extends to the outer part of the shell pass end socket from the inner part of the shell pass end socket; a cylinder flange is mounted at the end, close to the tube box, of the shell pass cylinder, and the left tube plate is clamped by the cylinder flange and the tube box flange of the tube box assembly; the right tube plate adopts a floating structure and is connected with the big end of the conical end socket through the short joint; and the small end of the conical end socket is connected with the expansion joint, the flange ring is positioned at the end part of the expansion joint, and the flange ring is hermetically connected with the end part of the reinforcing tube of the shell assembly.