The performance of a wave rotor refrigerator (WRR) is strongly affected by unsteady heat transfer between gas and tubes. In this work, the mechanism of the heat transfer and its effects on WRR were investigated numerically and experimentally. Results show that the heat absorption of wave rotor occurs in the process of shock wave propagation, and heat release happens in other processes. The unsteady heat transfer causes an uneven wall temperature. The temperature varies along the longitudinal direction, while the time variation can be neglected. Furthermore, the position of the bolts, which link the wave rotor and the shaft, has a great influence on WRR gaps. The closer the position of bolts to the high-pressure (HP) nozzle is, the less effect of gaps would be. The research is an important guiding significance to the improvement of WRR refrigeration performance and WRR design.