A method of preparing a thermally conductive composite including: a) mixing 15% to 60% by weight of a polymer matrix with 0% to 85% by weight of a high-aspect-ratio thermally conductive filler having an aspect ratio of at least 5:1; and (b) mixing a polymer melt obtained from step (a) with 0% to 85% by weight of a low-aspect-ratio thermally conductive filler having an aspect ratio of 2:1 or less. By changing the weight ratio, the structure and mechanical properties of the low-aspect-ratio thermally conductive filler and the high-aspect-ratio thermally conductive filler, thermal conductivity anisotropy can be tuned. A thermally conductive composite having thermal conductivity anisotropy in the range from 1 to 4 is also disclosed.