Abstract : We study spatial correlations in the transport of energy between two baths at different temperatures. To do this, we introduce a minimal model in which energy flows from one bath to another through two subsystems. We show that the transport-induced energy correlations between the two subsystems are of the same order as the energy fluctuations within each subsystem. The correlations can be either positive or negative and we give bounds on their values which are associated with a dynamic energy scale. The different signs originate as a competition between fluctuations generated near the baths and fluctuations of the current between the two subsystems. This interpretation sheds light on known results for spatially-dependent heat and particle conduction models.