In this paper we investigate the thermal behaviour of an assembly of consecutive cylinders in a counter-rotating configuration cooled by natural convection with the objective of maximizing the heat transfer density rate (heat transfer rate per unit volume). A numerical model is used to solve the governing equations that describe the temperature and flow fields. The spacing between the consecutive cylinders is optimised for each flow regime (Rayleigh number) and cylinder rotation speed. It was found that the optimized spacing decreases as the Rayleigh number increases and the heat transfer density rate increases, for the optimized structure, as the cylinder rotation speed is increased. Results further shows that there is an increase in the heat transfer density rate of the rotating cylinders over stationary cylinders.