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Although the thermal grill illusion has been the topic of previous research, many mysteries still remain regarding psychological determinants, neurophysiological mechanisms and so on. Also, the illusion cannot be simulated by information science and robotics. This study focuses on a very simple but interesting experiment called Hot and Cold Coils, which is known as a typical example of the thermal grill illusion. The authors aim to explain the thermal grill illusion by proposing a new and bold assumption called the conflict of concepts, and demonstrate how to construct a model by using an artificial consciousness module called the Module of Nerves for Advanced Dynamics (MoNAD). A simple experimental apparatus was prepared to prove the existence of the thermal grill illusion, and consists of a parallel arrangement of bars with an alternating pattern of cold and warmth at 20°C and 40°C. The authors conclude with the belief that many complex perceptions of humanity can be simulated through the use of neural networks, and that this can help us to deeply study the cognitive processes of human perception.