In this work, we report the implementation of the ultra-fast transient hot strip (THS) technique for measuring the anisotropic thermal conductivity of aluminum nitride (AlN) thin-films. AlN films were produced by reactive DC magnetron sputtering grown at low temperature (>250 °C) on silicon oxide (SiO2) thin-film produced on a silicon substrate. Precise measurement of thermal conductivity was performed with an experimental device generating ultra-short electrical pulses, and subsequent temperature increases were electrically measured on nanosecond and microsecond time scales. The electrical pulses were applied within metalized strips patterned on SiO2 before AlN elaboration and the temperature increases were analyzed within time periods selected in the range [0.1–10 μs]. AlN thermal conductivity of cross-plane (in-plane) increased from 60 to 90 W m−1K−1 (33–44 W m−1K−1) when thickness was raised from 1 to 2 μm, respectively. This shows clearly the anisotropy in thermal conductivity of AlN films. In addition, the volumetric heat capacity of AlN was estimated to be ~2.5 × 106 J K−1 m−3.