We show existence of a non-equilibrium steady state for the one-dimensional, non-linear BGK model on an interval with diffusive boundary conditions. These boundary conditions represent the coupling of the system with two heat reservoirs at different temperatures. The result holds independently of the difference of the boundary temperatures at the two ends as our analysis is not perturbative around the equilibrium. We employ a fixed point argument to reduce the study of the model with non-linear collisional interactions to the linear BGK. Contents 24 4.6. Fixed Point Argument 27 5. Discussion of the results and future work 28 References 29