In order to improve the heat-insulating capability of the refuge chamber’s shell and reduce energy consumption of the cooling system, the horizontal cylindrical mobile refuge chamber for coal mine was taken as the research object. By selecting two connection types between the inner shell and the outer shell for calculation, which were direct connection type and indirect connection type, and comparing these with the connectionless heat transfer, the heat transfer process in the refuge chamber subjected to thermal loadings of constant temperature was respectively discussed with numerical analysis method. Effect of heat bridges to heat transfer of the refuge chamber’s shell was analyzed. The analysis results showed that the average heat flux through direct connection heat bridge and indirect connection heat bridge had respectively increased by 668% and 30% than that of the connectionless heat transfer. The influencing scope of the former was larger than the latter’s. And more heat entered the refuge chamber through the direct connection heat bridge. Therefore, the indirect connection type should be used in the design of the refuge chamber’s shell.