The present investigation studies the cooling of a continuous moving sheet of finite thickness. The effect of the buoyancy force is also taken into account. The temperature distribution along the solid-fluid interface is determined by solving a conjugate heat transfer problem that consists of heat conduction inside the sheet and induced mixed convection adjacent to the sheet surface. For a better numerical stability, the weighting function scheme along with an axial coordinate transformation is employed to solve the transformed boundary layer equations. Three parameters are found to exist in the present investigation. They are the Prandtl number of the fluid Pr, the buoyancy parameter Ω and the heat capacity ratio C. Numerical results including the Biot number, the surface temperature and the overall heat transfer rate of the sheet are presented for 0.7 ⩽ Pr ⩽ 100, 0 ⩽ Ω ⩽ 10 and 0.1 ⩽ C ⩽ 1. The buoyancy force is seen to have a significant effect on the results. The heat capacity ratio, however, is the most important parameter. Based on the present results, it is concluded that using a liquid as the cooling medium could obtain a better cooling performance than using a gas. This is because the liquid has a larger heat capacity than a gas. The Prandtl number has only a minor effect.