An equation which includes a non-local effect in the heat flux is introduced to study transient transport phenomena. A non-local heat flux, which is expressed in terms of an integral equation, is superimposed on the conventional form of the heat flux. This model is applied to describe the fast responses in the transition from L mode to H mode. A small fraction of non-local component in the heat flux is found to be very effective in modifying the response against an L-H transition. The transient features of the transport property, which are observed in the response of heat pulse propagation, are qualitatively reproduced by the transport simulations based on this model.