An aft frame and a method for cooling an aft frame are disclosed. In one embodiment, an aft frame for a transition piece in a combustor is disclosed. The combustor includes the transition piece and an impingement sleeve at least partially defining a flow path therebetween. The aft frame includes a body and a generally radially extending cooling passage defined in the body, the cooling passage comprising a first end configured to accept a coolant. The aft frame further includes an exhaust passage defined in the body, the exhaust passage including a first end in communication with the cooling passage and a second end configured for communication with the flow path for flowing the coolant therethrough.