Despite numerous studies of conjugate gradient methods (CGMs), the “sensitivity problem” and the “adjoint problem” are inevitable for nonlinear inverse heat conduction problems (IHCPs), which are accompanied by some assumptions and complicated differentiating processes. In this paper, a modified CGM (MCGM) is presented for the solution of a specified transient nonlinear IHCP, to recover temperature-dependent thermal conductivities for a case study. By introducing the complex-variable-differentiation method (CVDM) for sensitivity analysis, the sensitivity problem and the adjoint problem are circumvented. Five test examples are given to validate and assess the performance of the MCGM.