The High Temperature Gas-cooled Reactor (HTGR) is characterized by a high output temperature and inherent safety due to its fuel design. However, the double heterogeneity of the reactor component structure poses a challenge in thermal analyses, where fuel temperature is a key safety parameter. In this paper, a methodology for coupled thermal and neutron calculations with power discretization is developed to accurately reflect the spatial phenomena occurring in the moderator. The method is based on the point generation of power in the thermal model, and these points are determined based on the location of the fuel in the neutron model. The multi-physics interface capabilities of the Serpent code were used to investigate several configurations of the thermal model mesh and its alignment with the fuel. The impact of the radial discretization of power density was further analyzed in detail. The study revealed that the highest accuracy was achieved when the thermal model mesh was aligned with the TRi-structural ISO-tropic (TRISO) fuel particle size, and the TRISO particle arrangement was centered relative to the mesh cells. Moreover, it was found that due to the power–temperature feedback phenomena, the power is shifted outwards within a range of 1% of the relative power density.