A heat exchange assembly can be removably engaged between two cold plates of a heat exchange system for exchanging heat with working fluid from an intravascular heat exchange catheter or an external heat exchange pad. The heat exchange assembly may have a serpentine, winding, tortuous, or sinuous configuration, or it may have one or more curves, turns and/or bends and/or can have a flattened transverse cross-section to facilitate heat exchange with the cold plates.