Composite natural rubber foams were successfully prepared from the vulcanization of natural rubber in a sulfur curing system. The natural rubber matrix phase was added with chlorinated polyethylene, kaolinite, and alumina. The morphology of natural rubber composite foams was altered when a gas was generated at the vulcanization temperature of 150 C to obtain open and closed cell structures. Furthermore, the kaolinite and alumina reinforced the mechanical properties and increased the thermal resistance of the composite foams. The composite foams were light in weight and had good thermal, mechanical, and electrical properties, suitable for energy absorption, thermal insulation, and structural uses.