A heat exchanger comprising at least two substrates made of electro-caloric and/or pyroelectric material and stacked one on the other so as to form between the at least two substrates and at least one channel for a fluid; at least two electrodes at two opposed ends of the at least two substrates; a housing enclosing the stack of the at least two substrates and the at least two electrodes, and provided with at least one fluid connecting port; wherein the housing is made of a heat shrinkable flexible tube that is shrunk onto the stack of the at least two electrodes and forming the at least one fluid connecting port.