PURPOSE: A double pipe boiler in a heat exchange method with an automatic combusting device is provided to rapidly use the hot water or steam by simultaneously heating at both sides through discharging the waste gas to a gap between an inner side and an outer side of the double pipe. CONSTITUTION: A double pipe boiler in a heat exchange method with an automatic combusting device comprises a small boiler. A plurality of small boilers is installed with one or more steam case (19) collecting the steam to an upper side and collects the steam by connecting to a connecting pipe and discharges the steam by collecting to the center through a steam discharging hole (21). The dust is fallen to a lower ash processing container (45). The waste gas discharged from a first combusting chamber (2) is discharged to a space (11) between an inner heat exchanging pipe (7) and an outer heat exchanging pipe (8) and uses as the hot water or steam by simultaneously heating at both sides.