A thermal exchange breathing device is provided which include a heat exchange module 14 which is mounted in a face mask (12) with an air flow passage extending from a mouthpiece (72) through a breathing vent (64) to an atmospheric vent (68) through a heat exchange medium (68) in the heat exchange module. The face mask (12) is provided with a head strap (22,94) which may include connectors (95 and 95') between the respective ends of the head strap and the sides of the face mask, said connectors including a stand-off (97) to keep the face mask snug against the user's face when the user wears a helmet.