With the miniaturization and integration of nanoelectronic devices, efficient heat removal becomes a key factor affecting their reliable operation. Two-dimensional (2D) materials, with high intrinsic thermal conductivity, good mechanical flexibility, and precisely controllable growth, are widely accepted as ideal candidates for thermal management materials. In this work, by solving the phonon Boltzmann transport equation (BTE) based on first-principles calculations, we investigated the thermal conductivity of novel 2D layered MSi2N4 (M = Mo, W). Our results point to a competitive thermal conductivity as large as 162 W m-1 K-1 of monolayer MoSi2N4, which is around two times larger than that of WSi2N4 and seven times larger than that of monolayer MoS2 despite their similar non-planar structures. It is revealed that the high thermal conductivity arises mainly from its large group velocity and low anharmonicity. Our result suggests that MoSi2N4 could be a potential candidate for 2D thermal management materials.