Boron nitride nanosheets (BNNS) were modified by KH550 (f_KH550-BNNS) and grafted with liquid crystal monomer 4,4′-diepoxybiphenyl (LC) for preparing boron nitride nanosheets grafted with liquid crystal monomer (LC-f_KH550-BNNS). A self-healing polymer matrix (CTBE) with reversible cross-linking structure was prepared by using the non-covalent bonds between magnesium ions and indole groups. Thermal conductive polymer composites with self-healing properties (LC-f_KH550-BNNS/CTBE composites) were obtained by high voltage orientation molding via filling LC-f_KH550-BNNS with different contents into CTBE. The highest thermal conductivity (TC) of LC-f_KH550-BNNS/CTBE composites is 2.23 W/(m·K) with 40% mass fraction of LC-f_KH550-BNNS, while the tensile strength and the self-healing rate is 7.37 MPa and 71.57%, respectively. This is related to the highly efficient thermal conduction pathway of LC-f_KH550-BNNS formed by high voltage orientation molding, as well as the reversible cross-linking structure between Mg²⁺ and indole groups that can be rapidly removed and re-established.