A new thermal lattice Boltzmann (LB) method is proposed for the simulation of natural convection with large temperature differences and high Rayleigh number. A regularization procedure is developed on LB equation with a third order expansion of equilibrium distribution functions, in which a temperature term is involved to recover the equation of state for perfect gas. A hybrid approach is presented to couple mass conservation equation, momentum conservation equations and temperature evolution equation. A simple and robust non-conservative form of temperature transport equation is adopted and solved by the finite volume method. A comparison study between classical Double Distribution Function (DDF) model and the hybrid finite volume model with different integration schemes is presented to demonstrate both consistency and accuracy of hybrid models. The proposed model is assessed by simulating several test cases, namely the two-dimensional non-Boussinesq natural convection in a square cavity with large horizontal temperature differences and two unsteady natural convection flows in a tall enclosure at high Rayleigh number. The present method can accurately predict both the steady and unsteady non-Boussinesq convection flows with significant heat transfer. For unsteady natural convection, oscillations with chaotic feature can be well captured in large temperature gradient conditions.