Closed loop heat exchange catheters having bi-directional flow heat exchange regions and their methods of manufacture and use. The heat exchange region may be formed of expandable or non-expandable tubular conduit(s) that are configured in a series of loops or coiled configuration defining a supply flow path and a return flow path through which heat exchange medium is circulated. The individual loops of convolutions of the coiled configuration may be the same or different size. In some embodiments, the tubular conduit(s) may be passed through generally transverse bore holes formed in a catheter shaft so that the loops or convolutions of protrude from the catheter shaft.