Hexagonal boron nitride (h-BN) is a very promising material for application in high voltage insulation engineering due to its high thermal conductivity and good electrical insulating properties. In order to study the effect of incorporating BN particles in epoxy resin, composites with different filler sizes and several BN loadings have been fabricated. Two different filler sizes, one micrometric with an average grain size of 9 μm and a submicrometric one with 0.5 μm, have been used to form composites. The amount of either type of BN in the matrix has been varied from 1 to 5 wt%. Dielectric and thermal performances of the test specimens have been assessed by means of Dielectric Spectroscopy, Differential Scanning Calorimetry, surface erosion, AC breakdown tests and thermal conductivity measurements. It has been found that incorporation of BN particles in the epoxy resin resulted in significant improvements of parameters such as resistance to electrical discharge, as well as diminished dielectric losses for the composites at higher temperatures. Furthermore, BN composites with 5 wt% filler loadings have shown a noteworthy enhancement of thermal conductivities, which was more distinct for the submicrometric BN composite.