In some reactors related to supercritical water technology, such as supercritical water gasification, natural convection is a factor to be considered because of the high thermal compressibility of supercritical water. In this paper, a numerical method is applied to analyze the natural convection and heat transfer characteristics of supercritical water in a sidewall heated cylinder. In order to match the actual situation, an inlet and an outlet are added to the bottom and the top of the cylinder, respectively. The quasi-DNS method is used for numerical simulation, and the thermodynamic properties of supercritical water are calculated by IAPWS-IF97 equations. The flow structure and temperature distribution inside the cylinder are analyzed, and it is found that the flow boundary layer state will affect wall temperature and heat transfer. A heat transfer correlation of supercritical water natural convection is proposed. The Nusselt number has a power relationship with the Rayleigh number with an exponent 0.248, and the average Nusselt number with turbulent boundary layer will be 21.8% higher than that with laminar boundary layer under the present working conditions. Finally, factors affecting wall heat transfer are discussed according to the findings.