When heat flux flows in a given medium, its path will solely be determined. This implies that material parameters determined by the predesigned path of heat flux will guide heat to flow along the designed path. Based on this idea, we develop a new method for the design of the cylindrical thermal cloak which can make heat flux detour the cloaked object. For the inhomogeneous anisotropic medium, we derive the relation between the path trajectory of heat flux and material parameters and obtain two differential equations and one boundary condition which are used to determine material parameters in the cylindrical cloak. The transient behavior on the flow of heat flux is simulated by Comsol Multiphysics and the transient thermal protection of the cylindrical cloak for the cloaked object is examined. The effect of the product of density and specific heat on the dynamic diffusion process of heat flux is analyzed. Since one can flexibly design the path of heat flux in the cloak, it has the large degree of freedom to construct thermal cloaks with the specific distributions of material parameters. The present method provides a new blue print for the transient thermal protection of a specific target.