Flows of non-linear viscoelastic fluids in square cross-section pipes are subject of rheofluidificaion and are often accompanied by secondary flows. These latter are generated by the existence of a second difference of the normal stresses and the non-circularity of the flow sections. Modeling of these non-isothermal viscoelastic flows requires to couple the momentum equation, continuity, energy equation, and non-linear constitutive equations expressed by rheological laws such as Oldroyd-B or Giesekus models. In this work, we carried out a 3D modeling by coupling all these equations, the goal is to perform parametric studies of shear-thinning effects and secondary flows and understand their impacts on heat transfer in a square duct flow. The set of equations is discretized using the finite-differences method: a rectangular and uniform mesh is used and a semi-implicit scheme is applied in time. Incompressibility condition is ensured by projection method. The hyperbolic part of the coupled equations is treated using a quasi-linear form: matrices of the quasi-linear part are diagonalized to form pure advection terms which are discretized with high-order schemes such as WENO and HOUC. In order to demonstrate the robustness and the accuracy of the current implementation, numerical experiments were performed for several benchmark problems and comparisons with analytical solutions are satisfactory. Finally, heat transfer in a rectangular duct is studied for different rheological parameters of a non-linear viscoelastic fluid.