The application of an active fast-responding heat flux sensor to time-dependent heat flux measurements was studied for two aero-dynamically interfering wall-mounted cubes. This sensor was in-house made and it consisted of a heated thin platinum film deposited on an insulating substrate of glass. The frequency response of the sensor was determined from a calibration with chopped laser beams and with responses to on forehand known periodic oscillations in the flow. The purpose of the study was to measure possible correlation between the vortex shedding, induced at the upstream cube in the tandem, and the convective heat flux from the side faces of the downstream cube. This implied that we were mainly interested in detecting possible characteristic frequencies carried by the time-dependent heat flux signal rather than determining the absolute value of the time-dependent convective heat flux. The results showed maxima in the power density spectra of the heat flux signal at frequencies which were in good agreement with the shedding frequencies found in the corresponding velocity spectra.