We report on rapid halide exchange in metal halide perovskite of the general formula MAPbX(3) (X = Cl, Br, or I). We find that when the perovskite is infiltrated in a mesoscopic scaffold, halide substitution on the perovskite lattice is strikingly fast, being completed within seconds or minutes after contact with the halide solution. An exception is the exchange of bromide by iodide, which is slower and incomplete. Halide substitution occurs rapidly even for planar perovskite films which are several tens of nanometers thick. However, with thicker films the reaction requires hours, showing that the mesoscale greatly accelerates the halide exchange process. The time course of the substitution reactions has been monitored by in situ photoluminescence, absorption spectroscopy, and X-ray diffraction measurements. We show that the halide exchange can be a powerful tool to effect perovskite transformations.