An analytical approach to the problem of an exciton with extremely different electron and hole masses in a quantum well (QW) subject to a strong magnetic field is developed. The double adiabatic approximation is used. The dependence of the exciton energy levels upon the magnitude of the magnetic field and the width of the QW is obtained. As the magnetic field increases in magnitude, the exciton binding energy increases. With a narrowing of the QW, the exciton levels shift towards higher energies. However, for a sufficiently strong magnetic field, the size of the QW has little effect of the exciton energy. Our results are shown to be in agreement with previous numerical work on the problem. (C) 1997 Academic press Limited