Thermal energy transport in sheared electrorheological and magnetorheological ͑ER and MR͒ fluids is analyzed. Although energy production by viscous dissipation can be significant, energy transport on the particle length scale can be analyzed by ignoring viscous dissipation. For typical situations, energy transport normal to the flow direction is dominated by conduction. Particle-level simulations were employed to determine the suspension structure as a function of Mason number and volume fraction. A self-consistent mean-field dipole model is used to estimate the effective thermal conductivities for these simulated structures. The field-induced chain-like aggregates that form at small Mason number result in a larger effective thermal conductivity at small Mason number than at large Mason number. Effects of higher-order multipoles are estimated by analyzing effective thermal conductivities of model structures. For highly conducting particles, the effective thermal conductivity of a sheared ER or MR suspension is predicted to roughly double as the Mason number is decreased from the large to the small Mason number limits.