Abstract: An exhaust heat exchanger system recovers heat from exhaust gas emitted from a prime mover, for example, a diesel engine, gas engine, gas turbine, etc., and/or to reduce harmful components such as NO.sub.X (nitrogen oxides). A high-temperature side heat exchanger section and a low-temperature side heat exchanger section are disposed in a single casing and these heat exchanger sections are connected together through a duct. An exhaust gas purifying catalyst is disposed in the duct. Accordingly, it is possible to simplify the mechanism of the exhaust heat exchanger system, reduce the overall size of the system, lower the production cost and minimize the installation space. Further, the exhaust gas purifying operation is efficiently carried out by the action of the catalyst.