The lightweight type IV hydrogen storage tanks put forward higher requirements for the thermal properties of the polymer liners. To improve the thermal properties, graphene flakes (GFs) were used as fillers to reinforce high-density polyethylene (HDPE). The effects of the interfaces between GFs and polymer matrix and the ordered microstructures on the thermal properties of composites were discussed. The results showed that the ordered arrangement of the composite microstructures can significantly improve its thermal conductivity (k c ). At 0.5 wt% GFs loading, the ordered composite k c reached 6.052 W/(m K), corresponding to 11.8 times that of unoriented pure HDPE. The effect of interfaces on k c was qualitatively analyzed by scratching GFs on the cross-section of the composites. Although GFs form continuous networks with high k c in the polymer matrix, the interface defects between GFs and HDPE matrix lead to increased interfacial thermal resistance at high GFs concentrations. Therefore, the thermal enhancement coefficient of the composites decreases with the increase in GFs concentration. Moreover, mixing GFs can increase the initial thermal degradation temperature of the composites by 15.9 C and the Vicat softening point by 1.6 C. This work will provide an essential reference for the application of polymers in type IV tanks.