After local transient fluctuations are dissipated, in an energy transfer process, a system evolves to a state where the energy density field varies slowly in time relative to the dynamics of atomic collisions and vibrations. Furthermore, the energy density field remains strongly coupled to the atomic scale processes (collisions and vibrations), and it can serve as the basis of a multiscale theory of energy transfer. Here, a method is introduced to capture the long scale energy density variations as they coevolve with the atomistic state in a way that yields insights into the basic physics and implies an efficient algorithm for energy transfer simulations. The approach is developed based on the N-atom Liouville equation and an interatomic force field and avoids the need for conjectured phenomenological equations for energy transfer and other processes. The theory is demonstrated for sodium chloride and silicon dioxide nanoparticles immersed in a water bath via molecular dynamics simulations of the energy transfer between a nanoparticle and its aqueous host fluid. The energy density field is computed for different sets of symmetric grid densities, and the multiscale theory holds when slowly varying energy densities at the nodes are obtained. Results strongly depend on grid density and nanoparticle constituent material. A nonuniform temperature distribution, larger thermal fluctuations in the nanoparticle than in the bath, and enhancement of fluctuations at the surface, which are expressed due to the atomic nature of the systems, are captured by this method rather than by phenomenological continuum energy transfer models.