In this study, heating and cooling performances of two vortex tubes connected in parallel using different working fluids were compared. In experimental studies, oxygen, nitrogen, and air were used as working fluids in counterflow Ranque–Hilsch vortex tube (RHVT) and performance evaluation was performed. Nozzles made of polyamide and brass are used, and the number of these nozzles is 2, 4, and 6. Compressed working fluids were used to operate the vortex tube system at different inlet pressure values varying from 150 kPa to 600 kPa with 50 kPa increment. The geometric characteristics of the vortex tube are the length of the hot tube and the diameter of the orifice, which are 100 mm and 7 mm, respectively. Experiments were performed with the hot flow outlet valve fully open. The thermodynamic performance of the parallel connected vortex tube system was determined by performing exergy analysis. As a result of experimental studies, the highest performance of parallel connected RHVT system was obtained when nitrogen was used as a working fluid with brass-six-nozzle at 600 kPa.