PHE (Process Heat Exchanger) is a key component to transfer the high temperature heat generated from a VHTR (Very High Temperature Reactor) to the chemical reaction for massive production of hydrogen. Korea Atomic Energy Research Institute established a small-scale gas loop for the performance test of VHTR components and manufactured a PHE prototype in order to test in the small-scale gas loop. In this study, in order to investigate the macroscopic structural characteristics and behaviour of the PHE prototype under the test condition of the small-scale gas loop, we carried out high-temperature structural analysis modelling, thermal analysis, and an elastic/elastic-plastic structural analysis for the PHE prototype under the loop test conditions as a precedent study prior to the performance test in the small-scale gas loop. The results obtained in this study will be compared with the performance test results in the near future.