To better understand the characteristics of coupled heat transfer in liquid rocket engines, a calculation scheme is proposed in this paper. This scheme can simulate the coupled heat transfer processes, including combustion and flow in the thrust chamber, radiation heat transfer, heat conduction in the wall, heat transfer of coolant flow in the cooling channel, and gas film cooling in the thrust chamber wall. The numerical method used in each physical area, the data transfer method between each computing module, the strategy of data transfer on the coupling interface, the calculation process, and the convergence criterion are all introduced in detail. The calculation scheme was verified by analyzing a water-cooled nozzle. Then, the coupled heat transfer calculation was carried out for a liquid rocket engine using a propellant composed of unsymmetrical dimethylhydrazine and dinitrogen tetroxide. Two working conditions were analyzed: whether the gas film cooling was performed or not. The results showed that the algorithm successfully indicated the protective effect of the gas film on the wall surface, and the calculation results were reasonable. It played a guiding role for the coupled heat transfer of the liquid rocket engine using a composite cooling method.