For the rendering of multiple scattering effects in participating media, methods based on the diffusion approximation are an extremely efficient alternative to Monte Carlo path tracing. However, in sufficiently transparent regions, classical diffusion approximation suffers from non-physical radiative fluxes which leads to a poor match to correct light transport. In particular, this prevents the application of classical diffusion approximation to heterogeneous media, where opaque material is embedded within transparent regions. To address this limitation, we introduce flux-limited diffusion, a technique from the astrophysics domain. This method provides a better approximation to light transport than classical diffusion approximation, particularly when applied to heterogeneous media, and hence broadens the applicability of diffusion-based techniques. We provide an algorithm for flux-limited diffusion, which is validated using the transport theory for a point light source in an infinite homogeneous medium. We further demonstrate that our implementation of flux-limited diffusion produces more accurate renderings of multiple scattering in various heterogeneous datasets than classical diffusion approximation, by comparing both methods to ground truth renderings obtained via volumetric path tracing.