I am unable to record calls on my HTC device, and also there is not any app to record the calls. So I tried with the Third party apps from Play store, but then to I am just able to Listen my voice not the other person with whom I am in call with? So is this the issue with software or just with my device?
Some devices don't use the Android system to process the audio that comes from the other end in a phone call: the audio goes straight from the phone hardware to the sound hardware. On such devices, there's no way to record that audio using software on the device.
It sounds like your HTC phone is such a device.