Soot adhering to the inner surface of a heat transfer pipe can be removed without lowering the heat transfer efficiency that is the inherent object of the heat transfer pipe or without stopping the cooling operation of the heat transfer pipe. Further, this soot removal can be effected when the amount of soot adhering to the inner surface of the heat transfer pipe is small, thus minimizing the soot-caused lowering in the heat transfer efficiency of the heat transfer pipe. A heat transfer pipe (1) wherein the inner peripheral surface of an element pipe (2) through which fluid can flow is formed with longitudinal grooves (4) as recessed grooves (3) of cross-section with a given depth such that the longitudinal grooves are parallel with the pipe axis and circumferentially continuous, and a partition wall (5) of given thickness is formed between the longitudinal grooves (4): and a heat exchanger incorporating this heat transfer pipe (1).