A method is provided which includes providing a heat exchanger door that includes a door assembly spanning at least a portion of the air inlet or outlet side of an electronics rack. The door assembly includes an airflow opening which facilitates air ingress or egress of airflow through the electronics rack. The door assembly further includes an air-to-coolant heat exchanger and a structural support. The heat exchanger is disposed so that airflow through the airflow opening passes across the heat exchanger. The heat exchanger includes a heat exchanger core and a heat exchanger casing coupled to the core. The core includes at least one coolant-carrying channel which loops through the casing. The structural support is attached to the heat exchanger casing to define with the casing a tubular door support structure. The looping of the coolant-carrying channel(s) through the heat exchanger casing resides within the tubular door support structure.