In an exhaust gas heat exchanger for a system where a compressing means is located upstream of an internal combustion engine, and a part of exhaust gas from the internal combustion engine flows into the intake gas at a merge part located upstream of the compressing means, the exhaust gas heat exchanger includes a heat exchanging member. The heat exchanging member is provided adjacently to the merge part, and exchanges heat between the intake gas and the part of the exhaust gas such that the part of the exhaust gas is cooled by the intake gas.