Additive manufacturing of polymer powders is nowadays an industrial production technology. Complex thermal phenomena occur during processing, mainly related to the interaction dynamics among laser, powder, and heating system, and also to the subsequent cool-down phase from the melt to the parts. Thermal conductivity of the powder is a key property for material processing, since an inhomogeneous temperature field in the powder cake leads to uneven part properties and can strongly limit productivity because only a smaller portion of the build chamber can be used. Nevertheless, little is known about the relationship between thermal conductivity, packing density, and presence of fillers, which are used to enhance specific properties such as high temperature resistance or stiffness. The development and consequent validation of a device capable of measuring thermal conductivity as a function of powder packing density are then extremely important, providing an additional tool to characterize powders during the development process of new materials for PBF of polymers. The results showed a positive correlation between packing density and thermal conductivity for some commercially available materials, with an increase of the latter of about 10 to 40% with an increase of the packing density from 0 to 100%. Problems arose in trying to replicate the compaction state of the powder, since the same amount of taps led to a different packing density, but this is a known problem of measuring free-flowing powders such as the ones used for additive manufacturing. Regarding fillers, an increase of about 40 to 70% of thermal conductivity when inorganic fillers such as carbon fibers are added to the neat polymer was observed, and the expected behavior following the rule of mixture was only partially observed.