The reason I asked because I have one exchange only support btc deposit from legacy address (starting with 1..).
They will accept deposit from any address, but they will not let you withdraw to a segwit address.
I would also suggest that whatever exchange this is, you stop using them. Segwit has been a standard part of bitcoin for 4 years now. Any exchange which has been unable to make such a basic improvement in 4 years is almost certainly also incredibly lax in other aspects of their business, including their wallet security and their website and account security.
Like suggested above, maybe I move from legacy to segwit to keep the fee low.
Note that moving coins between your accounts will still charge the usual transaction fee. If you are planning to consolidate inputs and make multiple transactions from your stash in the future, then moving over to segwit makes sense to keep your fees low going forward. However, if you are just planning to hold the coins for a period of time before sending them all back to an exchange or other service, then moving from legacy to segwit is an unnecessary transaction. Instead of paying for "Legacy -> Exchange", you would be paying for "Legacy -> Segwit -> Exchange".