In this paper we develop mathematical model for three dimensional heat equation for the system with hollow wall and fin and construct its analytical solution for two hollow cylindrical sample. The method of solution is based on Green function method for one hollow cylinder. On the conjugation conditions between both hollow cylinders we construct solution for system wall with fin. As result we come to integral equation on the surface between both hollow cylinders. Solution is obtained in the form of second kind Fredholm integral equation. The generalizing of Green function method allows us to use Green function method for regular non-canonical domains.