We study the effects of the chemical short-range order (SRO) on the thermal conductivity of the refractory high-entropy alloy HfNbTaTiZr using atomistic simulation. Samples with different degrees of chemical SRO are prepared by a Monte Carlo scheme. With increasing SRO, a tendency of forming HfTi and TiZr clusters is found. The phonon density of states is determined from the velocity auto-correlation function and chemical SRO modifies the high-frequency part of the phonon density of states. Lattice heat conductivity is calculated by non-equilibrium molecular dynamics simulations. The heat conductivity of the random alloy is lower than that of the segregated binary alloys. Phonon scattering by SRO precipitates might be expected to reduce scattering times and, therefore, decrease thermal conductivity. We find that, in contrast, due to the increase of the conductivity alongside SRO cluster percolation pathways, SRO increases the lattice heat conductivity by around 12 %. This is expected to be a general result, extending to other HEAs.