Rotary kilns are widely used in several branches of the chemical industry. In order to control the temperature of the solid and the gas flowing through the kiln, it is important to understand the heat exchange phenomena that occur. The design and construction of a novel experimental device to study heat exchange in rotary kilns is described. The device, which comprises a rotary kiln equipped with an external electrical heating system, enables the study of the influence of various parameters such as the solid flow rate, the kiln inclination angle, the rotational speed, or the presence of lifters on heat exchange and in particular on the heat exchange coefficient between the solid and the wall. Preliminary experimental results concerning the influence of the solid flow rate and the rotational speed on the solid-to-wall heat exchange coefficient are presented.