A double pipe heat exchanger and a method of manufacturing the same are provided. The double pipe heat exchanger including an outer pipe and an inner pipe having a first flow channel therein and having an outer diameter smaller than an inner diameter of the outer pipe and inserted into the outer pipe to form a second flow channel between the inner pipe and the outer pipe includes a plurality of first grooves formed in a spiral shape in a lengthwise direction at an outer circumferential surface of the inner pipe to enable the second flow channel to have at least partially a spiral shape and at least one second groove each formed in a portion between two first grooves adjacent to an outer circumferential surface of the inner pipe and formed along the first groove.