Filtered heat and moisture exchange device for a breathing system comprises a housing (40) having first and second ports (42 46) connectable to breathing lines (20 22) and a chamber (50) being located between and in flow communication with the ports. An air filter (52) and a heat and moisture exchange means (54) are located in the chamber (50). A tubular gas sampling member (64) is extending from gas sampling port (56) located near the first port (42) to a sampling location (B) in the second port (46) by passing chamber (50) and central apertures of air filter (52) and heat and moisture exchange means (54).