We investigate thermal conduction in arrays of long-range interacting rotors and Fermi-Pasta-Ulam (FPU) oscillators coupled to two reservoirs at different temperatures. The strength of the interaction between two lattice sites decays as a power α of the inverse of their distance. We point out the necessity of distinguishing between energy flows towards or from the reservoirs and those within the system. We show that energy flow between the reservoirs occurs via a direct transfer induced by long-range couplings and a diffusive process through the chain. To this aim, we introduce a decomposition of the steady-state heat current that explicitly accounts for such direct transfer of energy between the reservoir. For 0≤α<1, the direct transfer term dominates, meaning that the system can be effectively described as a set of oscillators each interacting with the thermal baths. Also, the heat current exchanged with the reservoirs depends on the size of the thermalized regions: In the case in which such size is proportional to the system size N, the stationary current is independent on N. For α>1, heat transport mostly occurs through diffusion along the chain: For the rotors transport is normal, while for FPU the data are compatible with an anomalous diffusion, possibly with an α-dependent characteristic exponent.