In the present paper, for the first time, the lattice Boltzmann (LB) simulation of the three-dimensional steady and transient natural convection problem in a differentially heated cubical enclosure with a conducting fin on its hot wall is performed. As such, two main variants associated with the thermal lattice Boltzmann simulation of the finned natural convection problems namely, three popular forcing and two widely used conjugate heat transfer schemes are assessed for the Rayleigh numbers 10, 10, and 10. The results of the different forcing and conjugate heat transfer schemes are compared against each other and against those of the conventional methods to find the most computationally efficient schemes.