We study the energy transport between two interacting spin chains which are initially separated, held at different temperatures and subsequently put in contact. We consider the spin-1/2 XXZ model in the gapless regime and exploit its integrability properties to formulate an analytical Ansatz for the non-equilibrium steady state even at temperatures where the low-energy Luttinger liquid description is not accurate. We apply our method to compute the steady energy current and benchmark it both with the known low-energy limit and at higher temperatures with numerical simulations. We find an excellent agreement even at high temperatures, where the Luttinger liquid prediction is shown to fail. ; Comment: 5 pages + 3 suppl. mat., 5 figures