Computational analysis based on SAS, a hybrid RANS-LES method, were performed to study the effects of heat load on the unsteady flow and heat transfer in the entrance region of a cooling duct with a staggered array of short pin fins under conditions relevant to gas turbines. Results obtained with heat loads ranging from 3.2 to 582 kW/m2 show density and velocity variations in the boundary layers created by heat transfer to affect where separation about each pin fin takes place, the row where unsteady vortex shedding starts, the frequency of shedding, and the production of turbulent kinetic energy. It also affected the vortical structures next to the endwall in how horseshoe vortices at the base of each pin interact with the shed vortices. These heat-transfer induced changes in the flow field were found to significantly reduce the rate at which row-averaged Nusselt number, Nu¯, increases along the duct in the entrance region and to enable Nu¯ to be nearly constant in the post-entrance region even though the Reynolds number is decreasing along the duct. Results obtained also show steady RANS to under predict Nu¯ throughout the duct because it could not account for the effects of vortex shedding, and unsteady RANS to under and then over predict Nu¯ along the duct because it could not predict which row vortex shedding first starts and then over predicts its effects on heat transfer. Correlations for Nu¯ were developed that account for heat load in the entrance and in the post-entrance regions.