We report on the out-of-plane thermal conductivities of epitaxial Fe3O4 thin films with thicknesses of 100, 300, and 400 nm, prepared using pulsed laser deposition (PLD) on SiO2/Si substrates. The four-point probe three-omega (3-ω) method was used for thermal conductivity measurements of the Fe3O4 thin films in the temperature range of 20 to 300 K. By measuring the temperature-dependent thermal characteristics of the Fe3O4 thin films, we realized that their thermal conductivities significantly decreased with decreasing grain size and thickness of the films. The out-of-plane thermal conductivities of the Fe3O4 films were found to be in the range of 0.52 to 3.51 W/m · K at 300 K. For 100-nm film, we found that the thermal conductivity was as low as approximately 0.52 W/m · K, which was 1.7 to 11.5 order of magnitude lower than the thermal conductivity of bulk material at 300 K. Furthermore, we calculated the temperature dependence of the thermal conductivity of these Fe3O4 films using a simple theoretical Callaway model for comparison with the experimental data. We found that the Callaway model predictions agree reasonably with the experimental data. We then noticed that the thin film-based oxide materials could be efficient thermoelectric materials to achieve high performance in thermoelectric devices.