A meshless finite difference method is developed for solving conjugate heat transfer problems. Starting with an arbitrary distribution of mesh points, derivatives are evaluated using a weighted least-squares procedure. The resulting system of algebraic equations is sparse and is solved using an algebraic multigrid method. The implementation of the Neumann, Dirichlet, and mixed boundary conditions within this framework is described. For conjugate heat transfer problems, continuity of the heat flux and temperature are imposed on mesh points at multimaterial interfaces. The method is verified through application to classical heat conduction problems with known analytical solutions. It is then applied to the solution of conjugate heat transfer problems in complex geometries, and the solutions so obtained are compared with more conventional unstructured finite volume methods. The method improves on existing meshless methods for conjugate heat conduction by eliminating spurious oscillations previously observed. Metrics for accuracy are provided and future extensions are discussed.