The upper ocean horizontal heat advection over the middle and outer shelf of the Middle Atlantic Bight (MAB) is investigated using satellite and in situ observations. In the upper mixed layer, the heat advection is mostly positive indicating that it decreases the shelf heat content by bringing cold water from upstream. The domain‐averaged heat advection driven by the barotropic geostrophic current is one‐order larger relative to the density‐driven geostrophic shear and the wind‐driven current. The barotropic geostrophic advection components in the alongshore and offshore direction are of the same order. To investigate the temporal properties of the heat advection, the temperature and currents are decomposed into different time scales using Fast Multidimensional Ensemble Empirical Decomposition (FMEEMD). The cross‐spectral interactions within the advection are quantitatively evaluated with major components identified. Due to the cross‐spectral interaction, energy within the heat advection is found to be redistributed through different time scales, with at least 46.5% variation retained within the original band for the barotropic geostrophic advection. Our results help to better understand the temporal variability of the heat advection, provide a baseline of the nonlinear energy transfer framework within different time scales in the heat advection, and imply the possibility of interplays between short and long‐term oceanic phenomena.