The thermal conductivity of the mesoporous composites Cu/MCM-41 was studied to provide some useful data for promising applications. Both of the lattice and electronic thermal conductivities of Cu nanowires with different size were predicted. With the shell of the matrix MCM-41 and the air confined in the mesochannels considered, the effective thermal conductivity (EffTC) of composites Cu/MCM-41 was obtained. The EffTC shows a great anisotropy. The EffTC along the Z direction (axial of the mesochannel) is much lower than that along directions perpendicular to the axial. It is unnecessary to further raise the filling ratio of Cu nanowires for improving the EffTC along the directions perpendicular to the axial, since the filling ratio 20% is high enough. As long as there is a void space in the mesochannel, the EffTC along the Z direction will be as low as the thermal conductivity of the matrix MCM-41, due to the large thermal resistance of the void space in mesochannels.