Provided is a filter exchange device attached to a holding frame disposed in a duct and configured to exchange a plurality of filter materials configured to filter a gas flowing through the duct, and the filter exchange device includes an exchange device main body, a moving device configured to move the exchange device main body, and a control device configured to control the exchange device main body and the moving device, wherein the exchange device main body has a casing in which an accommodating space is formed, an exchange mechanism configured to remove a used filter material attached to the holding frame and attach a filter material for exchange accommodated in the casing, and a blocking unit configured to block a gas flowing through the duct from passing through a portion to which the filter material is attached.
