Thermal transport coefficients are independent of the specific microscopic expression for the energy density and current from which they can be derived through the Green-Kubo formula. We discuss this independence in terms of a kind of gauge invariance resulting from energy conservation and extensivity, and demonstrate it numerically for a Lennard-Jones fluid, where different forms of the microscopic energy density lead to different time correlation functions for the heat flux, all of them, however, resulting in the same value for the thermal conductivity.