A working fluid cassette (50) for an intravascular heat exchange catheter (12) includes a frame (52) holding two closely spaced, square polymeric membranes (66, 68) along the sides of which are disposed inlet (58) and outlet (62) tubes. Working fluid from the catheter is directed from the inlet tube (58) between the membranes (66, 68) to the outlet tube (62). The cassette (50) is closely received between two refrigerant cold plates (30, 32) to exchange heat with the working fluid, which is circulated back to the catheter (12).