This paper introduces the structure and working principle of mud refrigeration system and coaxial pipe heat exchanger. By the means of the theoretical analysis and numerical simulation, analysis comparative research is made on heat transfer coefficient and heat exchange area of light pipe heat exchanger and thread tube heat exchanger, the results show that the threaded pipe type heat exchanger can increase the heat exchange area when the hydrates drilling sampling conditions are provided, so that the volume and weight of threaded pipe type heat exchanger can reduce 50%～60% comparing with that of light tube heat exchanger. Under the same specification conditions, the heat transfer efficiency of threaded pipe type heat exchanger is about 2～3 times of light tube heat exchanger.