A new finite volume method for cylindrical heat conduction problems based on local analytical solution is proposed in this paper with detailed derivation. The calculation results of this new method are compared with the traditional second-order finite volume method. The newly proposed method is more accurate than conventional ones, even though the discretized expression of this proposed method is slightly more complex than the second-order central finite volume method, making it cost more calculation time on the same grids. Numerical result shows that the total CPU time of the new method is significantly less than conventional methods for achieving the same level of accuracy. Crown Copyright (C) 2012 Published by Elsevier Ltd. All rights reserved.