As a toughening agent, LaPO4 has been used to improve several properties of ceramics. In such applications, its compatibility with the matrix material should be considered first. In this study, the compatibility of LaPO4 and magnesium lanthanum hexa-aluminate (LaMgAl11O19, LMA) was elucidated at temperatures ranging from room temperature to 1600 °C. The compositions, thermal stabilities, thermal conductivities and microstructures of the above-mentioned materials were analysed using X-ray diffraction, thermogravimetry-differential scanning calorimetry, thermal conductivity tester and scanning electron microscopy. The results indicated that the two materials maintained a good compatibility at temperatures lower than 1600 °C. At 1600 °C, the diffusion of La was observed to alter the chemical composition of LaPO4 and accelerate its reaction with LMA, leading to the formation of LaAlO3 and magnesium lanthanum aluminium oxide, resulting in the increase of thermal conductivity.