Traditional thermally conductive polymer materials exhibit a propensity for damage when applied in dynamic environments, which leads to shortened service life and suboptimal utilization of resources. Herein, polyvinyl alcohol (PVA)-based thermally conductive composites with a self-healing capability are prepared based on dynamic borate ester bonds and hydrogen bonds. Poly(dopamine) functionalized graphene oxide (denoted as PGO) is used as a thermally conductive filler to achieve a high thermal conductivity (TC) of 0.79 W/(m·K) for the PGO/PVA composites, which is 527% of pure PVA (0.15 W/(m·K)). The improved TC of PGO/PVA composites is mainly attributed to the reduction in interface thermal resistance and the construction of heat conduction channels. Additionally, the PGO/PVA composites display a self-healing efficiency higher than 60% at room temperature without external simulation. Furthermore, the as-prepared PGO/PVA composites exhibit excellent mechanical properties, with a tensile strength of 409 kPa and an elongation at break of 479%, respectively. This work provides a promising strategy for fabricating thermally conductive polymer composites, which can be deployed as thermal interface materials for long-term applications.