Natural convection is of great importance in many engineering applications. This paper presents a smoothed particle hydrodynamics (SPH) method for natural convection. The conservation equations of mass, momentum and energy of fluid are discretized into SPH equations. The body force due to the change of density in a temperature field is considered by the Boussinesq approximation. The numerical method is validated by comparing numerical results with experimental results from literature. The numerical and experimental results reach a good agreement. Then the SPH method is applied to study the natural convection in a horizontal concentric cylindrical annulus with Rayleigh number in the range of 10^2 to 10^7 and Prandtl number in the range of 0.01 to 10. In general, the flow is stable at low Rayleigh number but unstable at high Rayleigh number. The transition Rayleigh number from stable to unstable states is lower in the low Prandtl number cases than in the high Prandtl number cases. Four different convection states are identified in numerical simulations, namely, stable state with 1 plume (SP1), unstable state with 1 plume (UP1), stable state with n (n >

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