This work reports on the first study of thermal transport capacity in the thickness direction (∼μm scale) for spider silk films. Fresh (minimally processed) and hexafluoroisopropanol (HFIP) films of Nephila clavipes and Latrodectus hesperus major ampullate silk are studied. Detailed Raman spectroscopy reveals that the fresh films have more crystalline secondary protein structures such as antiparallel β-sheets than the HFIP films for N. clavipes. For N. clavipes, the randomly distributed antiparallel β-sheets in fresh films have nearly no effect in improving thermal conductivity in comparison with HFIP films. For L. hesperus, the films mainly consist of α-helices and random coils while the fresh film has a higher concentration of α-helices. The higher concentration of α-helices in fresh films gives rise to a higher heat capacity than HFIP films, while the thermal conductivity shows little effect from the α-helices concentration. Thickened HFIP films are heated at different temperatures to study the effect of heat treatment on structure and thermal transport capacity. These experiments demonstrate that α-helices are formed by thermal treatment and that thermal effusivity increases with the appearance of α-helices in films.