During the pre-experimental stage of the LORELEI (Light-Water One-Rod Equipment for LOCA Experimental Investigation) experiment, a fuel rod will be irradiated in the Jules Horowitz Reactor (JHR) pool under operating conditions of nominal power values. The aim of irradiation is to produce short half-life fission products and to measure them during Loss of Coolant Accident (LOCA), which involves clad burst. The challenge in the thermohydraulic design of the LORELEI test device was to define a unique closed capsule design, which can passively remove the heat generated in the device during the experiment. Moreover, the design should be validated and verified to fill all safety and regulation requirements. As part of the conceptual design and optimization study, one of the main goals was to estimate the thermohydraulic properties of the water loop and to define the consequent safety margins for the fuel sample and the device. A CFD numerical simulation of the conjugated turbulent natural convection and heat transfer within a 3D geometry was performed with Fluent. Validation of the numerical model has been performed by modeling the Flash mock-up experimental device. Results from various turbulent models were compared to the experimental results. Consequently, a turbulent model with best results agreement was chosen for the LORELEI simulation. The boundary conditions are of a non-uniform axial and peripheral distribution of heat generation in the device structures, due to the heating of the device by gamma radiation. The study showed irregular flow field where circulations occurred in the water pressurized loop due to the strong apposed buoyancy forces.