In-plane thermal conductivity of h-BN platelets is more than 300W/(m×k), so how to control the orientation of h-BN in the polymer matrix is critically important for optimizing the performance of its composites. Therefore, in this paper we report a new method to prepare thermally conductive polyethylene matrix composites with highly oriented boron nitrde simply through multistage stretching extrusion. Based on the characterization of SEM and XRD, it was proved that h-BN flakes are well oriented along the flow direction. Then, the effect of filler orientation on the the thermal conductivity of resulting composites was also investigated, and the results indicate that the thermal conductivity along the alignment direction increases remarkably, compared to the isotropic samples. The mechanism of processing and the evolution of fillers morphology were also analysed in depth.