An enclosure or plenum (50) that supports a looped pump tube (44) is hingedly connected to a framed thin-walled heat exchange bag (54) through which working fluid from an intravascular heat exchange catheter (12) flows. The frame with bag can be inserted between cold plates (31) to exchange heat with the working fluid flowing through the bag. With the framed bag between the plates, the looped pump tube (44) from the enclosure or plenum is receivable in the raceway (32) of a peristaltic pump (30), which pumps working fluid through the system.