While boron nitride (BN) is widely recognized as the most promising thermally conductive filler for rapidly developing high-power electronic devices due to its excellent thermal conductivity and dielectric properties, a great challenge is the poor vertical thermal conductivity when embedded in composites owing to the poor interfacial interaction causing severe phonon scattering. Here, we report a novel surface modification strategy called the “self-modified nanointerface” using BN nanocrystals (BNNCs) to efficiently link the interface between BN and the polymer matrix. Combining with ice-press assembly method, an only 25 wt% BN-embedded composite film can not only possess an in-plane thermal conductivity of 20.3 W m−1 K−1 but also, more importantly, achieve a through-plane thermal conductivity as high as 21.3 W m−1 K−1, which is more than twice the reported maximum due to the ideal phonon spectrum matching between BNNCs and BN fillers, the strong interaction between the self-modified fillers and polymer matrix, as well as ladder-structured BN skeleton. The excellent thermal conductivity has been verified by theoretical calculations and the heat dissipation of a CPU. This study provides an innovative design principle to tailor composite interfaces and opens up a new path to develop high-performance composites.