When any exothermic reaction proceeds in an unstirred vessel, natural convection may develop. This flow can significantly alter the heat transfer from the reacting fluid to the environment and hence alter the balance between heat generation and heat loss, which determines whether or not the system will explode. Previous studies of the effects of natural convection on thermal explosion have considered reactors where the temperature of the wall of the reactor is held constant. This implies that there is infinitely fast heat transfer between the wall of the vessel and the surrounding environment. In reality, there will be heat transfer resistances associated with conduction through the wall of the reactor and from the wall to the environment. The existence of these additional heat transfer resistances may alter the rate of heat transfer from the hot region of the reactor to the environment and hence the stability of the reaction. This work presents an initial numerical study of thermal explosion in a spherical reactor under the influence of natural convection and external heat transfer, which neglects the effects of consumption of reactant. Simulations were performed to examine the changing behaviour of the system as the intensity of convection and the importance of external heat transfer were varied. It was shown that the temporal development of the maximum temperature in the reactor was qualitatively similar as the Rayleigh and Biot numbers were varied. Importantly, the maximum temperature in a stable system was shown to vary with Biot number. This has important consequences for the definitions used for thermal explosion in systems with significant reactant consumption. Additionally, regions of parameter space where explosions occurred were identified. It was shown that reducing the Biot number increases the likelihood of explosion and reduces the stabilising effect of natural convection. Finally, the results of the simulations were shown to compare favourably with analytical predictions in the classical limits of Semenov and Frank-Kamenetskii.