The propagation of heat pulses in zigzag and armchair double wall nanotubes (DWNTs) has been investigated using molecular dynamics simulations. It is found that the leading heat wave packets in zigzag $(9,0)∕(18,0)$ and armchair $(5,5)∕(10,10)$ DWNTs move with the speed of longitudinal acoustic (LA) phonon modes. The intensities of the leading heat wave packets in outer and inner shells in DWNTs were found to be five to seven times larger than that of the corresponding single wall nanotubes (SWNTs). The heat energy carried by the leading heat wave packets in zigzag DWNT was about four and five times more than those in armchair DWNT shells. Within the leading LA wave packet, the strain in the inner shell of the DWNTs is stronger than the strain in the outer shell and considerably larger than strain in the corresponding SWNTs. The regions with the largest strain coincide with the regions of high kinetic temperatures within the LA mode wave packets. The higher energy of the LA mode waves in DWNT shells compared to SWNT is attributed to the presence of higher strain fields in DWNTs compared to individual SWNTs. The higher strain in the inner shell of DWNT compared to the outer shell accounts for the three to five times higher kinetic energy of leading wave packets in inner shells compared to those in outer shells. The induced strain fields in zigzag DWNT are distributed over a wider region compared to armchair DWNT, and the strains in inner and outer shells of zigzag DWNT are out phase by 180\ifmmode^\circ\else\textdegree\fi{}.