The synergistic preparation of aluminum silicate ceramic fibers from dust removal ash and fly ash is a newly developed process that achieves green and high added value treatment of solid waste. In this process, the centrifugal fiber forming method is used to treat molten slag to obtain aluminum silicate ceramic fibers. During the production process, the centrifugal roller, as a key component in fiber forming, is in long-term contact with high-temperature slag. The heat transfer between the two causes a huge temperature gradient inside the roller material, causing significant thermal stress inside the material, which has a significant impact on the stability of the centrifugal roller structure and its working condition. This article mainly conducts numerical simulation research on the heat transfer between the roller and the slag during the centrifugal fiber forming process, providing theoretical support for ensuring the structural stability of the roller and improving its service life. The research was carried out using the FLUENT module of the ANSYS software (V2021R1), and the heat transfer model of the slag and roller was established. The effects of the internal circulating water, different slag temperatures, different slag film widths, and different boundary layer thicknesses on the heat transfer of the roller were analyzed. The results show that the water temperature at the outlet is about 6 °C higher than that at the inlet on average; when the temperature of the slag increases by 1 °C, the temperature of the roller surface in contact with the slag increases by 0.91 °C; when the width of the slag on the roll surface is 11–17 mm and the slag thickness (boundary layer thickness) is less than 1 mm, it is beneficial for fiber production.