The invention discloses a turbine guide blade and a heat exchange structure of the turbine guide blade, and relates to the technical field of turbine engine cooling. The heat exchange structure of the turbine guide blade is applied into a cavity between a turbine guide blade edge plate and a casing. The heat exchange structure comprises multiple air inlet holes, multiple air outlet holes and turbulent flow columns arranged between the air inlet holes and the air outlet holes. The multiple air inlet holes are formed in the wall face, close to the front end of the cavity, of the casing, and low-temperature gas is conveyed to the cavity trough the air inlet holes. The multiple air outlet holes are formed in the wall face, close to the rear end of the cavity, of the guide blade edge plate. Heat-exchanged low-temperature gas is conveyed out through the air outlet holes. The turbulent flow columns are arranged in the cavity, and low-temperature gas enters the cavity and exchanges heat through the turbulent flow columns. On one hand, the heat exchange area and the heat exchange coefficient of the guide blade edge plate can be improved, the heat exchange effect is enhanced, and the edge plate is prevented from being ablated. On the other hand, the cooling efficiency can be improved, the same or smaller cold gas quantity is adopted, and adverse influences produced to the performance of an engine are further reduced.