Three-dimensional anodic alumina templates (3D-AAO) are an astonishing framework with open highly ordered three-dimensional skeleton structures. Since these templates are architecturally different from conventional solids or porous templates, they teem with opportunities for engineering thermal properties. By establishing the mechanisms of heat transfer in these frameworks, we aim to create materials with tailored thermal properties. The effective thermal conductivity of an empty 3D-AAO membrane was measured. As the effective medium theory was not valid to extract the skeletal thermal conductivity of 3D-AAO, a simple 3D thermal conduction model was developed, based on a mixed series and parallel thermal resistor circuit, giving a skeletal thermal conductivity value of approximately 1.25 W·m-1·K-1, which matches the value of the ordinary AAO membranes prepared from the same acid solution. The effect of different filler materials as well as the variation of the number of transversal nanochannels and the length of the 3D-AAO membrane in the effective thermal conductivity of the composite was studied. Finally, the thermal conductivity of two 3D-AAO membranes filled with cobalt and bismuth telluride was also measured, which was in good agreement with the thermal model predictions. Therefore, this work proved this structure as a powerful approach to tailor thermal properties.