A heat exchange tube (51) for a heat exchanger, heat exchanger and assembly method thereof. The heat exchange tube (51) is a combined heat exchange tube having a space (55) at its center, and the space (55) is configured to accommodate an insertion member (57), such that the combined heat exchange tube is expanded in and joined with a corresponding fin hole (53) in a heat exchanger. The solution addresses the problem of expansion and assembly between a fin and a heat exchange tube that is minute or has a small inner diameter without employing a brazing process, thus reducing manufacturing costs.