Fused Filament Fabrication (FFF) can promote high aspect-ratio fillers to align in specific direction due to deposition-induced effect, so it is widely used in the preparation of thermal conductive composites. Though many studies about FFF have explored the influence of filler types, content, shape, and orientation on thermal conductivity during FFF, the size effect of filler is neglected. In this work, TPU/BN composites with 30 wt% h-BN were successfully printed by Fused Filament Fabrication. The size effect of h-BN on orientation, morphology, thermal conductivity, and other properties were studied. It is found that large-sized fillers are more prone to orientation and mutual contact during the FFF printing process to form thermal conductive paths. An increase in filler size results in an increase in thermal conductivity along the printing direction, which is up to 2.58 W m−1 K−1. The prepared TPU/BN composite not only has high thermal conductivity but also ensures good flexibility.