A MVHR unit is typically installed in a plant room/utility room, loft space or even garage. There are two connections to the outside of the building, one for exhaust air and one for supply air. These are typically installed through an external wall or gable end, but can be installed via special tile vents in the roof.
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The location of the MVHR is typically governed by the overall space in the property and the feasibility of installing ductwork from this location (i.e. the ease of passing obstacles such as steelwork, structural formations or staircases).