We propose and investigate a class of structural surfaces (metasurfaces). We develop the perturbation theory and the effective medium theory to study the thermal properties of the metasurface. We report that the coefficient of temperature-dependent (nonlinear) item in thermal conductivity can be enhanced under certain conditions. Furthermore, the existence of nonlinear item helps to generate high-order harmonic frequencies of heat flux in the presence of a heat source with periodic temperature. This work paves a different way to control and manipulate the transfer of heat, and it also makes it possible to develop nonlinear thermotics in the light of nonlinear optics.