One physical science topic that is difficult for middle school students is the transfer of thermal energy: Research indicates many have trouble understanding that thermal energy naturally transfers from the "warmer" object to the "colder" object until both objects reach the same temperature (Driver et al. 1994; Keeley, Eberle, and Tugel 2007). This article presents a short and cost-effective lesson the author has developed to help middle-grade students learn about National Science Education Standard 5-8 Content Standards concerning the transfer of thermal energy (NRC 1996). The lesson comprises three activities: a predict-share-observe-explain (PSOE) sequence of instruction that elicits students' conceptions and piques their interest in learning about heat transfer (Stepans 1996); an investigation into convection; and a follow-up, whole-class discussion of kinetic and thermal energy to solidify understanding. (Contains 2 figures.)