Polymeric composites with boron nitride nanosheets (BNNs), which are thermally conductive yet electrically insulating, have been pursued for a variety of technological applications, especially those for thermal management in electronic devices and systems. Highlighted in this review are recent advances in the effort to improve in-plane thermal transport performance in polymer/BNNs composites and also the growing research activities aimed at composites of enhanced cross-plane or isotropic thermal conductivity, for which various filler alignment strategies during composite fabrication have been explored. Also highlighted and discussed are some significant challenges and major opportunities for further advances in the development of thermally conductive composite materials and their mechanistic understandings.