This paper discusses the behavior of the thermal properties of polymer composites made of a natural polyurethane matrix and loads of different waste of HDPE (High density polyethylene) industry. This polymer is partially crystalline, having amorphous phases and crystalline phases, HDPE type is harder and tougher than other polyethylenes, having a wide range of applications that depend almost exclusively on the processes for obtaining final products. After the process, waste from the manufacture of these products are discarded daily as they are not found effective ways to use this material. In this study we seek to use this "factory floor" to act as filler in a polyurethane matrix derived from the castor oil, which is a natural biodegradable. The residue loads were separated according to the process that originated in this way have been the A residue from the process of cork and the B residue derived from the extrusion process. Specimens in mass proportions of 10%, 20% and 30% polyethylene both loads were prepared and their thermal properties were mediated, these being the thermal conductivity (k), specific heat (c) and thermal diffusivity (α). By adding such fillers to castor polyurethane matrix, different behaviors were observed, because of the residue contributed to a reduction in conductivity and specific heat of the composite material. Since the residue B on average 47% higher than residue, caused an increase in these same properties as before the spaces filled with air only into the polyurethane are now filled with polyethylene grains. We can see then that the particle size of the HDPE waste has a direct influence on the improvement of the thermal properties of the analyzed composite material.