The optimal design of the heat exchanger structure is a coupling problem with several parameters. Exchanger cubage and the pressure loss of the exchanger performance factors was selected as the optimal object. In the condition of moist air and water heat exchange, the heat transfer and pressure loss model and the influence factors of the structure of the shell-and-tube heat exchanger was analyzed. A mathematics model and an optimization design were built for the exchanger. A structure design method which was used to synthetically evaluate the problems of the exchanger cubage and the pressure loss was developed. Compared with common design method, this method could effectively reduce the exchanger cubage and the pressure loss.