In this paper, a lattice Boltzmann (LB) model is established to simulate the gaseous fluid flow and heat transfer in the slip regime under the curved boundary condition. A novel curved boundary treatment is proposed for the LB modeling, which is a combination of the non-equilibrium extrapolation scheme for the curved boundary and the counter-extrapolation method for the macroscopic variables on the curved gas-solid interface. The established numerical model can accurately predict the velocity slip and temperature jump of the micro-scale gas flow on the curved surface, which agrees well with the analytical solution for the micro-cylindrical Couette flow and heat transfer. Then, the slip flow and heat transfer over the single micro cylinder are numerically studied in this work. It shows that the velocity slip and temperature jump are obviously influenced by the Knudsen number and Reynolds number, and the local Nusselt number depends on which gas rarefaction effect (velocity slip or temperature jump) is dominant. An increase in the Prandtl number leads to a decrease in the temperature jump, which enhance the heat transfer on the micro cylinder surface. The numerical simulation of the flow and heat transfer over two micro cylinders in tandem configuration are carried out to investigate the wake interference effect. The results show that the slip flow and heat transfer characteristics of the downstream micro cylinder are influenced by the wake region behind the upstream cylinder as the spacing is small.