This paper develops an efficient finite volume approach using OcTree mesh for simulation of hyperthermia treatment by injection of nanoparticles. A three-dimensional nonlinear Pennes' model is employed to simulate the heat transfer in a heterogeneous blood perfused living tissue. The OcTree mesh is a good compromise between regular grid from finite difference method and unstructured meshes from finite element method due to the possibility of applying local refinement using a nonconforming mesh in a straightforward manner. Implicit time-marching scheme coupled with the Picard method and explicit method are used. A numerical example is analyzed, illustrating the advantages of the approach.