In　this　paper,　numerical　simulation　approaches　for　multiscale　process　of　heat　transfer　and　fluid　flow　are　briefly　reviewed,　and　the　existing　coupling　algorithms　are　summarized.　These　molecular　dynamics　simulation　(MDS)-finite　volume　method　(FVM),　MD-lattice　Boltzmann　method　(LBM),　and　direct　simulation　of　Monte　Carlo　method　(DSMC)-FVM.　The　available　reconstruction　operators　for　LBM-FVM　coupling　are　introduced.　Four　multiscale　examples　for　fluid　flow　and　heat　transfer　are　presented　by　using　these　coupled　methods.　It　is　shown　that　by　coupled　method　different　resolution　requirements　in　the　computational　domain　can　be　satisfied　successfully　while　computational　time　can　be　significantly　saved.　Further　research　needs　for　the　study　of　multiscale　heat　transfer　and　fluid　flow　problems　are　proposed.