There is provided a method of manufacturing a heat exchanger including a hollow fiber membrane layer that is configured to include a plurality of hollow fiber membranes each of which has a hollow portion allowing a heat medium to pass therethrough and is obtained from a base material in which the plurality of hollow fiber membranes are accumulated so as to form an overall shape of a cylindrical body. The manufacturing method includes a winding step of winding each of the hollow fiber membranes about an axis of the cylindrical body while the hollow fiber membrane is caused to be wound along an axial direction of the cylindrical body so as to obtain the base material. In the winding step, each of the hollow fiber membranes is wound about the axis of the cylindrical body within a range from one round to less than two rounds during one round trip in which the hollow fiber membrane starts from one side toward the other side of the cylindrical body in the axial direction, turns back at the other side, and returns to the one side again.
