The paper presents the results from the analysis of an experimental investigation with the aim to provide insight to the cyclic, instantaneous heat transfer phenomena occurring in both the cylinder head and exhaust manifold wall surfaces of a direct injection (DI), air-cooled diesel engine. The mechanism of cyclic heat transfer is investigated during engine transient events, viz. after a sudden change in engine speed and/or load, both for the combustion chamber and exhaust manifold surfaces. These results are then compared with relevant experimental data from steady state operation which in the present case are used as reference helping to reveal any potential influences of each transient event on cyclic heat transfer. The experimental installation allowed both long- and short-term signal types to be recorded on a common time reference base during the transient event. Processing of experimental data was accomplished using a modified version of one-dimensional heat conduction theory with Fourier analysis, capable to cater for the special characteristics of transient engine operation. Based on this model, the evolution of local surface heat flux during a transient event was calculated. Two engine transient events are examined, which present a key difference in the way the load and speed changes are imposed on each one of them. From the analysis of experimental results it is confirmed that each thermal transient event consists of two distinguished phases the “thermodynamic” and the “structural” one which are appropriately configured and analyzed. In the case of a severe variation, in the first 20 cycles after the beginning of the transient event, the wall surface temperature amplitude on cylinder head was almost three times higher than the one observed at the “normal” temperature oscillations occurring during the steady state operation. At the same time, peak pressure values in the same cycles are increased by almost 15% above their corresponding values at the final steady state. The same phenomena are valid for the exhaust manifold surfaces but on a moderated scale.