We present single-phase heat transfer in a compact cross-flow microchannel heat exchanger, with air flowing through the heat exchanger to remove heat from a closed-loop flow of refrigerant R245fa. The 1 cm3 heat exchanger was monolithically fabricated from a block of copper alloy using micro-electrical-discharge machining. Air carrying channels of diameter 520 μm were oriented in cross-flow to the refrigerant-carrying channels of size 2.0 × 0.5 mm2. High-speed air flowed with Reynolds number between 1.2 × 104 and 2.05 × 104, which corresponded to air speeds between 20 and 100 m/s, while refrigerant flowed at Reynolds number between 1000 and 2300. Using an equivalent fin model and finite element simulations, we predicted the heat exchanger performance and used the simulations to interpret the measured behavior. Temperature, pressure, and flow rates were measured over a variety of operating conditions to determine heat transfer rate, j-factor, and friction factor. We observed a maximum power density of 60 W/cm3 when the air inlet temperature was 27 °C and the refrigerant inlet temperature was 80 °C. The high speed of air flow caused large friction on the air side, resulting in goodness factor j/f near 0.5. This work demonstrates that high power density can be achieved in miniature heat exchangers, and that micromachined metal devices can enable this performance. The results could be broadly applied to other types of microchannel devices.