This paper numerically investigates the thermal flow and heat transfer by natural convection in a cavity fixed with a fin array. The computational domain consists of both solid (copper) and fluid (air) areas. The finite volume method and the SIMPLE scheme are used to simulate the steady flow in the domain. Based on the numerical results, the energy gradient function of the energy gradient theory is calculated. It is observed from contours of the temperature and energy gradient function that the position where thermal instability takes place correlates well with the region of large values, which demonstrates that the energy gradient method reveals the physical mechanism of the flow instability. Furthermore, the effects of the fin height, the fin number, and the fin shape on the heat transfer rate are also investigated. It is found that the thermal performance of the fin array is determined by the combined effect of the fin space and fin height. It is also observed that the effect of fin shape on heat transfer is insignificant.