This paper investigates characteristics of heat transfer in Fe micrometer and nanometer powder. The understanding for thermal properties of the powder is advantageous to the advancement of the processing technologies such as laser cladding, laser sintering, powder metallurgy and its other applications. Nanosized particles possess characteristic physical and chemical properties different from those of bulk materials due to the confinement of electrons, excitons, and photons into small volumes. Therefore it is valuable to discuss the thermal behaviours of powders constituted by nanometer-sized particles. The powder is wrapped up in the slender tube. One end of the slender tube filled with powder is connected to the low constant-temperature reservoir and the other end is kept at room temperature. The temperature histories at the 1cm location of the slender tube from the low constant-temperature reservoir are recorded using thermalcouples. Powders of particles with the diameter sizes 20nm and 5000nm are employed in this experiment. The results show that the thermal diffusion in the 20nm Fe powder is faster than that in the 5000nm Fe powder.