In this work, the natural convection in an annulus between two concentric cylinders is studied numerically. The fluid flow between the cylinders is solved by the lattice Boltzmann method (LBM) while a separate finite difference method (FDM) is used to solve the heat transfer. No-slip and constant boundary conditions at curved boundaries of the cylinders are treated with a smoothed profile method (SPM). At first, the velocity and temperature profiles obtained from the present LBM-SPM and FDM-SPM are validated with the corresponding theoretical results. Later, natural convection simulations inside the annulus are performed using coupled scheme of LBM-FDM-SPM by varying Ra in the range Ra=1000, Ra=10000, Ra=50000, and Ra=100000. From the temperature and fluid flow patterns obtained at different Ra, it is found that the heat transfer is mainly dominated by conduction process when Ra is low and by convection process when Ra is high.