Effective data exchange holds the potential to bridge information gaps between government agencies, creating essential prerequisites for enhanced collaboration. However, consistency issue often hinders the performance of interagency government data exchange. Inconsistent query results may be returned from different databases if data records are not timely synchronized, degrading mutual trust and collaboration efficiency among agencies. To address this issue, an interagency government data exchange approach is proposed. Specifically, consortium blockchain is leveraged as a write‐ahead log, enabling different agencies to trace relevant requests failed to be executed in real‐time, thereby promptly providing consistent query results. Detailed settings on protocol level are designed for the blockchain platform to facilitate data exchange regulation, including data structures, consensus algorithms and access control mechanism. Extensive simulation experiments are conducted to evaluate the performance of the proposed approach and investigate the impact of different parameters on data consistency and system availability.