A thermal exchange device with reduced sizes and suitable to cool down electronic components in data center is disclosed. The device includes: a pair of outer plates integral thereto, equipped with respective inlet doors and outlet doors for a cooling fluid and for a fluid to be cooled down, respectively; and an intermediate plate, interposed between the outer plates and integral thereto, which intermediate plate bears respective thermal exchange surfaces faced to the outer plates and equipped with fins suitable to increase the area of thermal exchange with the fluids, wherein the whole configuration is so that between each outer plate and the respective exchange surface a passage compartment for the respective fluid remain defined, which thermal exchange device is made integral, at an outer plate, with the casing of the electronic component to be cooled down.