We made polystyrene-block-poly (1,4-isoprene) (PS-b-PI) thin films with different composition and molecular weight. PS-b-PI thin films with well-aligned PI cylinders were made, and porous PS thin films were made by removing PI cylinders through ozone etching. The micro-structures of the films were investigated by AFM, SEM and GI-SAXS measurements. We measured the cross-plane thermal conductivities of the micro-structured thin films by using 3ω method. Thermal conductivity of a PS-b-PI thin film with non-oriented cylinders was as low as that of homopolymer (PS, PI) thin films. Thermal conductivity of micro-phase separated PS-b-PI thin film with well-aligned PI cylinders was 0.38 W/(m⋅K), and it was twice higher than that of a PS-b-PI thin film with non-oriented PI cylinders. Thermal conductivity was enhanced due to the reduction of phonon scattering in the well-aligned structure of the film. Thermal conductivity of the ozone etched porous PS thin film was only 0.15 W/(m⋅K). The measured thermal conductivity of the porous thin film was well agreed with thermal conductivity calculated by the empirical model for a porous material. Thermal conductivity of a polymer thin film can be controlled by micro-structures.