Heat transfer in magnetically confined plasmas is a process characterized by non-linear and extremely high anisotropic diffusion phenomena. Standard numerical methods, successfully employed in the numerical treatment of classical diffusion problems, are generally inefficient, or even prone to break down, when such high anisotropies come into play, leading thus to the need of new numerical techniques suitable for this kind of problems. In the present paper, the authors propose a numerical scheme based on an asymptotic-preserving (AP) reformulation of this non-linear evolution problem, generalizing the ideas introduced in a previous paper for the case of elliptic anisotropic problems [P. Degond, A. Lozinski, J. Narski, C. Negulescu, An asymp...