Steady rotation is induced in cholesteric droplets dispersed in a specific liquid solvent under a temperature gradient. In this phenomenon, two rotational modes have been considered: (1) collective rotation of the local director field and (2) rigid-body rotation of the whole droplet structure. However, here we present another rotational mode induced in a pillar-shaped cholesteric droplet confined between substrates under a temperature gradient, that is, a differential rotation where the angular velocity varies as a function of the radial coordinate in the pillar. A detailed flow field analysis revealed that every pillar under a temperature gradient involves a double convection roll. These results suggested that the differential rotation in the cholesteric pillars was driven by the inhomogeneous material flow induced by a temperature gradient. The present experimental study indicates that the coupling between the flow and the director motion plays a key role in the rotation of the cholesteric droplets under the temperature gradient.