Exchange fluctuation theorems (XFTs) describe a fundamental symmetry relation for particle and energy exchange between several systems. Here we study the XFTs of a Kitaev chain connected to two reservoirs in the same temperature but different bias. By varying the parameters in the Kitaev chain model, we calculate analytically the full counting statistics of the transport current and formulate the corresponding XFTs for multiple current components. We also demonstrate the XFTs with numerical results. We find that due to the presence of the U(1) symmetry breaking terms in the Hamiltonian of the Kitaev chain, various forms of the XFTs emerge, and they can be interpreted in terms of various well-known transport processes.