A new Monte Carlo method for solving heat conduction problems is developed in this study. Differing from other Monte Carlo methods, it is a transport approximation to the heat diffusion process. The method is meshless and thus can treat problems with complicated geometry easily. To minimize the boundary effect, a scaling factor is introduced and its effect is analyzed. A set of problems, particularly the heat transfer in the fuel sphere of PBMR, is calculated by this method and the solutions are compared with those of an analytical approach.