In this paper, an efficient discrete unified gas-kinetic scheme (DUGKS) is developed for compressible thermal flows based on the total energy kinetic model for natural convection with a large relative temperature difference. A double distribution function model is designed with the second distribution representing the total energy. This efficient DUGKS enables the simulation of compressible thermal flows, governed by the compressible Navier–Stokes–Fourier system, using only a seventh-order, off-lattice Gauss–Hermite quadrature (GHQ) D3V27A7 combined with a fifth-order GHQ D3V13A5. The external force is included by truncated Hermite expansions. Based on the Chapman–Enskog approximation and Hermite projection, we propose a systematic approach to derive the discrete kinetic boundary conditions for the density and total energy distribution functions. The discrete kinetic boundary treatments are provided for the no-slip boundary condition, Dirichlet boundary condition and Neumann boundary condition. To validate our scheme, we perform simulations of steady natural convection (Ra=103−106) in two- and three-dimensional cavities with differentially heated sidewalls and a large temperature difference (ε=0.6), where the Oberbeck–Boussinesq approximation is invalid. The results demonstrate that the current efficient DUGKS is robust and accurate for thermal compressible flow simulations. With the D3V27A7 and D3V13A5 off-lattice discrete particle velocity model, the computational efficiency of the DUGKS is improved by a factor of 3.09 when compared to the previous partial energy kinetic model requiring the ninth-order Gauss–Hermite quadrature.