A combination of layered insulating hexagonal boron nitride (h-BN) and highly thermally conductive copper powder (Cu) was employed as fillers to enhance the thermal conductivity of high-density polyethylene (HDPE). The overall volume fraction of thermal conductive fillers was controlled at 30%, and the construction of thermal conduction pathways in the composite material was achieved by varying the blending ratio of h-BN and Cu powder in HDPE. Scanning electron microscopy results demonstrate that h-BN acts as bridge by entering the HDPE matrix unoccupied by Cu powder. h-BN facilitates the formation and construction of internal thermal conduction networks in HDPE by connecting surrounding Cu powder particles. Thermal conductivity results from HotDisk test indicate that as the h-BN/Cu volume ratio increases, the thermal conductivity coefficient of HDPE composite materials also increases. When V(h-BN):V(Cu)≤1, the thermal conductivity of the large-sized h-BN30/Cu system is higher than that of the small-sized h-BN05/Cu modified system; conversely, when V(h-BN):V(Cu) > 1, the contribution of small-sized h-BN05 to the thermal conductivity of the composite system is more pronounced compared to the large-sized h-BN30. By controlling the content of h-BN and Cu, an increase in the thermal conductivity coefficient of composite materials is achieved while suppressing the formation of conductive networks, offering a new solution for the design of thermally conductive insulation materials.