Heat transfer to fluids at supercritical pressure is different from heat transfer at lower pressures due to strong variations of the thermophysical properties with the temperature. We present and analyze results of direct numerical simulations of heat transfer to turbulent CO2 at 8 MPa in an annulus. Periodic streamwise conditions are imposed so that mean streamwise acceleration due to variations in the density does not occur. The inner wall of the annulus is kept at a temperature of 323 K, while the outer wall is kept at a temperature of 303 K. The pseudocritical temperature Tpc=307.7 K, which is the temperature where the thermophysical properties vary the most, can be found close to the inner wall. This work is a continuation of an earlier study, in which turbulence attenuation due to the variable thermophysical properties of a fluid at supercritical pressure was studied. In the current work, the direct effects of variations in the specific heat capacity, thermal diffusivity, density, and the molecular Prandtl number on heat transfer are investigated using different techniques. Variations in the specific heat capacity cause significant differences between the mean nondimensionalized temperature and enthalpy profiles. Compared to the enthalpy fluctuations, temperature fluctuations are enhanced in regions with low specific heat capacity and diminished in regions with a large specific heat capacity. The thermal diffusivity causes local changes to the mean enthalpy gradient, which in turn affects molecular conduction of thermal energy. The turbulent heat flux is directly affected by the density, but it is also affected by the mean molecular Prandtl number and attenuated or enhanced turbulent motions. In general, enthalpy fluctuations are enhanced in regions with a large mean molecular Prandtl number, which enhances the turbulent heat flux. While analyzing the Nusselt numbers under different conditions it is found that heat transfer deterioration or enhancement can occur without streamwise acceleration or mixed convection conditions. Finally, through a combination of a relation between the Nusselt number and the radial heat fluxes, a quadrant analysis of the turbulent heat flux, and conditional averaging of the heat flux quadrants, it is shown that heat transfer from a heated surface depends on the density and the molecular Prandtl number of both hot fluid moving away from a heated surface as well as the thermophysical properties of relatively cold fluid moving towards it.