The invention discloses a preset lithium/sulfur hexafluoride combustion and heat exchange integrated device and a use method. The preset lithium/sulfur hexafluoride combustion and heat exchange integrated device and the use method are characterized in that a combustion chamber and a heat exchanger are integrated, part of Li fuel is melted by electric heating, so that the Li fuel reacts with an oxidizing agent SF6, and heat is released; heat is transferred to an annular heat exchanger outside the combustion chamber through heat conduction of the wall of the combustion chamber, the heat exchangeworking medium is heated, and heat exchange is generated; the Li/SF6 heat exchange scheme can be applied to an underwater power system and is simple in organization mode and convenient to control andoperate; a combustion reaction is started by adopting an electric coil heating mode in a system, so that a separate ignition device is not needed, and ignition starting difficulty of the system is reduced; and the output power is controllable in the operation process of the system, the overall structure is compact, space is saved, and meanwhile reducing of the system self-weight is facilitated.