To understand the heat transfer behavior and mechanisms inside furnaces under MILD combustion, the conjugate heat transfer (CHT) model was established for a 20 kW MILD combustion furnace firing methane, and CFD modeling by integrating combustion, fluid and heat transfer was conducted. By comparing the predicting results against experimental measurement in terms of temperature and gas species, the reliability of the numerical models was verified. The results show that the original Okafor chemical reaction mechanism can accurately predict the temperature, O2 and CO distributions inside the MILD combustion furnace, but overestimate the NO emission. However, the NO prediction can be improved by optimize the N-related elementary reactions in the original Okafor mechanism. By comparing the temperature and heat flux density distribution on different wall regions before and after coupling with CHT model, it is found that the flue gas absorbs heat from the furnace front wall, which disagrees with the actual condition, demonstrating the higher prediction accuracy of CHT model on describing the heat transfer behavior inside furnaces. Based on the coupled CHT model, the difference of heat transfer mechanisms between MILD combustion and traditional combustion was compared. It is found that the wall temperature is generally higher for traditional combustion than MILD combustion by 20-40 ℃ regardless of regions, resulting in a higher heat transfer amount of 0.018, 0.622 and 0.028 percentage points on front wall, side wall and back wall, respectively, in traditional combustion, together with 0.67% reduction of stack loss. By further examining the convection and radiation heat transfer on furnace walls, it is found that MILD combustion produces a higher radiation by 2.21 W and 24.62 W, but a reduction of convection by 3.93 W and 27.27 W on front wall and back wall, respectively. On furnace side wall, MILD combustion reduces the radiation heat transfer by 290.71 W and increases convection heat transfer by 231.63 W compared to conventional combustion. Overall, radiation accounts for 70.72% and 81.92% for MILD combustion and traditional combustion, respectively, while convection accounts for 29.28% and 18.08%, respectively. The reduction of radiation on side wall is the main reason for the decreased overall heat flux for MILD combustion, and the deeper reason comes from the lower combustion temperature under MILD combustion mode.