The double-wall bayonet tube type heat exchanger design can monitor and mitigate the occurrence of Steam Generator Tube Rupture (SGTR) accidents, which is one of the most important accidents of GEN-Ⅳ lead-cooled Fast Reactor (LFR). The lead-based reactor engineering validation facility CLEAR-S will be used for the integrated testing and verification of the megawatt-level double-wall bayonet tube heat exchanger. In this study, the Shear Stress Transport turbulence model (SSTk-ω) was used to pre-simulate the thermal characteristics of the CLEAR-S double-wall bayonet tube heat exchanger before the experiment. The verification shows that the numerical simulation results of the single bayonet tube structure are in good agreement with the RELAP5 simulation results and experimental data from CLEAR-S. CFD analysis reveals that the non-effective heat exchange area will preheat the liquid water on the side of the tube, so that the overall heat exchange performance decreases by about 4%. The heat conduction of the powder interlayer is the largest heat transfer resistance, which weakened the influence of the lead-bismuth eutectic (LBE) side flow and temperature inhomogeneity on the heat transfer of the tube bundle and significantly reduced the wall radial temperature difference of each bayonet tube. The conclusions of this study can provide a reference for the experiment and design of double-wall bayonet tube heat exchangers.