Core-shell structured copper-boron nitride (Cu@BN) spherical fillers were synthesized to fabricate thermally conductive composites. To enhance the interaction between the fillers and the matrix, polysilazane (PSZ) was coated on the surface of the filler. The resultant composite exhibited remarkable characteristics, including a substantial tensile strength of 32.36MPa, excellent electrical insulation properties, and impressive thermal conductivity of 3.47W/mK. When applied in a light-emitting diode (LED) application, the composite effectively managed heat, reducing the operating temperature by 34 °C. The epoxy/PSZ-Cu@BN composites hold great promise for improving thermal management in electronic devices.