The work presents results of numerical simulations of natural convection in cavity formed by the surfaces of two horizontal coaxial cylinders. The temperature of the outer cylinder is constant. The area between the cylinders is filled with an ideal incompressible fluid. The inner cylinder is set as the heater. The solution of the equations of thermal convection in a two-dimensional approximation performed by the software package ANSYS Fluent with finite volume method. The study compares the results of numerical simulation with several well-known theoretical and experimental results. The nature of interaction of the inner cylinder with a convection current created in the gap was observed. It was shown that the flux appeared around a heated cylinder affects the weight of the heat source and causes an additional lift force from the surrounding fluid. The various Rayleigh numbers (from 1.0 ⋅ 103 to 1.5 ⋅ 106) and fluid with different Prandtl number (from 0.5 to 1.0 ⋅ 105) are considered.