Thermal performance of building materials is an important parameter from the point of view of energy consumption for heating buildings, which is obviously related to environmental protection standards. Thermal parameters of roofing slates were measured for samples from two different formations in the Czech Republic. These were rocks of lower Carboniferous Culm facies of Moravice Formation and Silesian Unit of Flysch Moravian-Silesian Carpathians. Thermal conductivity and thermal effusivity measurements were performed with use of TCi analyser. Thermal parameters were obtained in parallel and perpendicular direction to the bedding in rocks. Thermal conductivity of the Moravian slates in the direction perpendicular to the bedding ranges from 1.43 to 1.79 W m−1 K−1, while for samples from Carpathian region this parameter ranges from 1.99 to 3.15 W m−1 K−1. High values of thermal conductivity correlate to higher quartz content in the rocks. The measured thermal parameters (conductivity, effusivity, diffusivity) are strongly depending on the direction of measurement. Thermal conductivity of analysed rocks increases along with increase in temperature. The increase in thermal conductivity value is more significant in case of Moravian slates. In practice, the obtained results indicate that the traditional building material, such as roofing slates, shows better insulation properties at lower temperatures, while in conditions of strong sunlight the temperature conductivity increases. In case of roofing slates, which tend to be highly anisotropic, the essential information is the direction of thermal parameters measurement. Slates, due to their specific texture, are characterized by a very high thermal anisotropy coefficient.