Rapid development of energy, electrical and electronic technologies has put forward higher requirements for the thermal conductivities of epoxy resins and their composites. However, the thermal conductivity of conventional epoxy resins is relatively low, which could cause major heat dissipation issues. Therefore, the thermal conductivity enhancement of epoxy resins has long been a hot research topic in both academia and industry. In recent years, many promising advances have been made at the technical and mechanistic levels. This review includes the different approaches, the thermal conduction mechanisms implied, and the main research progresses. The research and academic achievements are mainly focused on the development of intrinsically liquid crystal epoxy resins and their composites, and the addition of fillers on amorphous epoxy resins. Finally, the challenges and prospects for thermal conductive epoxy resins are provided. Notably, this review can provide a more comprehensive understanding of thermally conductive epoxy resins and a guideline for the cutting-edge development direction of thermally conductive epoxy resins.