An indwelling heat exchange catheter with integrated temperature sensor includes a catheter tube. A closed loop heat exchanger extends from the catheter tube. A temperature sensor can be integrally formed with the catheter tube such that it is insulated from the closed loop heat exchanger. The indwelling heat exchange catheter can further include a guide-wire tube that extends from the catheter tube and in such a case, the temperature sensor can be affixed to the guide-wire tube. Alternatively, a wire can extend through the catheter tube and the temperature sensor can be affixed to the wire.