One of my HR colleagues has resigned, and doesn't feel comfortable having his exit interview with a member of HR. Who else can conduct his exit interview?

The employee leaving does not have the choice, it is who ever the company says to do it.

It's completely up to the company, and you better have a better reason than uncomfortable if you voice a disagreement as to who does the exit interview.

You ask this as though there is some set of universal rules for HR. Other than federal and state laws, such matters are determined by each company. There will always be situations not covered by rules, no matter how comprehensive. If you are in charge of HR, then you decide. Do it yourself. Tell him that this is his chance to air his grievances, and that you will appreciate any complaints he has (if that's the reason) so that you can work on correcting them. It is a little puzzling because it does sound like you are in charge, yet look for answers for this question online. Running a department takes a lot of thinking on your feet; making decisions without rules.

Thanks for your answer.

Thanks for your help.

Thanks for your help.
I'm not in charge of the department -- the head of HR asked me to do some research on the issue. (I work in ER.)
Every company I've worked at has had a different policy for who handles HR employees' exit interviews, so I couldn't give her a definitive answer.
Your answer is the best advice I've received.

HR generally reports to another executive. If HR decides to entertain the former employee's wishes then the person the head of HR reports to would make the decision.

I see you work in ER. If this is a nurse leaving, then it in possible the DON could do the exit interview.

I was the HR superintendent for a school district and I can tell you exit interviews rarely help anyone or anything. We stopped doing them many years ago. What does you company expect to gain from them?