The laminar forced convection of a heated rotating sphere in air has been studied using a three-dimensional immersed boundary based direct numerical simulation method. A regular Eulerian grid is used to solve the modified momentum and energy equations for the entire flow region simultaneously. In the region that is occupied by the rotating sphere, a moving Lagrangian grid is used, which tracks the rotational motion of the particle. A force density function or an energy density function is introduced to represent the momentum interaction or thermal interaction between the sphere and fluid. This numerical method is validated by comparing simulation results with analytical solutions of heat diffusion problem and other published experimental data. The flow structures and the mean Nusselt numbers for flow Reynolds number ranging from 0 to 1000 are obtained. We compared our simulation results of the mean Nusselt numbers with the correlations from the literature and found a good agreement for flow Reynolds number greater than 500; however, a significant discrepancy arises at flow Reynolds number below 500. This leads us to develop a new equation that correlates the mean Nusselt number of a heated rotating sphere for flows of $0\u2264Re\u2264500$.