A heat and moisture exchanger (HME) for engaging a patient's nose while retrofit into a plenum chamber of a patient interface. The HME includes a frame configured to couple to a ridge of the patient's nose, and a cradle coupled to the frame. The cradle is configured to be positioned proximate to the patient's nares. The HME also includes an HME material coupled to the cradle. The HME material is configured to retain moisture exhaled by the patient. Air is configured to pass through the HME material when entering and exiting the patient's nares. The HME engages and is secured to the patient's nose independently of any other structure.