A new Monte Carlo method of solving heat conduction problems was developed. Differed from other Monte carlo methods, it is a transport approximation to the heat diffusion process. Instead of giving fast solutions over the whole field, this method gives values at specific points with no limitation to the geometry complexity. Scaling factor is introduced and its effect is analyzed. Transport effect near the boundary is considered and a boundary correction approach is proposed. A set of problems, especially the heat transfer in a fuel sphere of PBMR, were calculated by this method and the solutions were compared with those of analytical approach.