A solution of the inelastic Enskog equation that goes beyond the weak dissipation limit and applies for moderate densities is used to determine the thermal diffusion factor of an intruder immersed in a dense granular gas under gravity. This factor provides a segregation criterion that shows the transition between the Brazil-nut effect (BNE) and the reverse Brazil-nut effect (RBNE) by varying the parameters of the system (masses, sizes, density and coefficients of restitution). The form of the phase-diagrams for the BNE/RBNE transition depends sensitively on the value of gravity relative to the thermal gradient, so that it is possible to switch between both states for given values of the parameters of the system. Two specific limits are considered with detail: (i) absence of gravity, and (ii) homogeneous temperature. In the latter case, after some approximations, our results are consistent with previous theoretical results derived from the Enskog equation. Our results also indicate that the influence of dissipation on thermal diffusion is more important in the absence of gravity than in the opposite limit. The present analysis extends previous theoretical results derived in the dilute limit case [V. Garzo, Europhys. Lett. {bf 75}, 521 (2006)] and is consistent with the findings of some recent experimental results.