A method of forming a composite component. The method includes laying up a plurality of composite plies to form a composite ply core. Another step of the method includes partially processing the composite ply core to form a green state core. The method further includes machining a cooling cavity on an exterior surface of the green state core. Additionally, the method includes inserting a filler material within the cooling cavity. A further step includes wrapping composite plies around the green state core and filler material to secure the filler material and form an outer enclosure. In one step, the method includes processing the green state core and outer enclosure to form the composite component.