We investigate the transport properties of an anharmonic oscillator, modeled by a single-site Bose-Hubbard model, coupled to two different thermal baths using the numerically exact thermofield based chain-mapping matrix product states (TCMPS) approach. We compare the effectiveness of TCMPS to probe the nonequilibrium dynamics of strongly interacting system irrespective of the system-bath coupling against the global master equation approach in Gorini-Kossakowski-Sudarshan-Lindblad form. We discuss the effect of on-site interactions, temperature bias as well as the system-bath couplings on the steady-state transport properties. Last, we also show evidence of non-Markovian dynamics by studying the nonmonotonicity of the time evolution of the trace distance between two different initial states.