A message exchange method can realize a chat easily in an interface with users who are on-line using a chat window. First status information of a receiving client that will receive a message is confirmed. Then, when the receiving client is connected to a message server, a sender is asked whether chat should be carried out. A chat window is displayed in accordance with a chat instruction received from the sender, and then, the message is stored in a message log, displayed on the chat window and sent to the receiving client.