A heating appliance including a burner and a heat exchanger including a bundle of heat conducting elements that form the primary channels through which the hot flue gases from the burner are guided via inputs that are opposite the burner, and which are connected together to close off the secondary channels that are formed between the aforementioned elements and through which the air to be heated can be guided. The burner is a premix burner that is positioned opposite the inputs of the primary channels, whereby the burner has a supply for a mixture of fuel and a sufficient quantity of air for the essentially complete combustion of the fuel, and whereby between the burner and the inputs of the primary channels there is a heat shield of a heat-resistant material with a passage opposite each of the aforementioned inputs.