Aggregation of two-dimensional (2D) nanosheet fillers in a polymer matrix is a prevalent problem when the filler loading is high, leading to degradation of physical and mechanical properties of the composite. To avoid aggregation, a low-weight fraction of the 2D material (<5 wt %) is usually used to fabricate the composite, limiting performance improvement. Here, we develop a mechanical interlocking strategy where well-dispersed high filling content (up to 20 wt %) of boron nitride nanosheets (BNNSs) can be incorporated into a polytetrafluoroethylene (PTFE) matrix, resulting in a malleable, easy-to-process and reusable BNNS/PTFE composite dough. Importantly, the well-dispersed BNNS fillers can be rearranged into a highly oriented direction due to the malleable nature of the dough. The resultant composite film has a high thermal conductivity (4408% increase), low dielectric constant/loss, and excellent mechanical properties (334%, 69%, 266%, and 302% increases for tensile modulus, strength, toughness, and elongation, respectively), making it suitable for thermal management applications in the high-frequency areas. The technique is useful for the large-scale production of other 2D material/polymer composites with a high filler content for different applications.