Graphene is a two-dimensional nanostructure filler with high thermal conductivity (5000 W/mK) and excellent mechanical properties, which has a very wide application prospect. Graphene is with super high specific surface area, which provides a greater contact area with polymer matrix. Then it is more easy to form the thermal conductive heat channels, which could improve the thermal conductivity of composite materials. The concentration, the ratio of geometrical diameters, the dispersion in the matrix and the interfacial bonding between graphene and the matrix materials will greatly affect the thermal conductivity of graphene reinforced composites. However, the graphene nanosheets can be easy to stack together and difficult to be dispersed into the solvent and polymer matrix. In order to improve the interfacial combination between graphene nanosheets and the matrix so as to reduce the interfacial thermal resistance of the composites, it is usually to modify the surface of graphene nanosheets, which mainly includes non-covalent modification and covalent modification. In this paper, researches on the thermal conductivity of graphene were reviewed, and the existing problems and the future research focus were also discussed.