Unlike classical heat diffusion at macroscale, nanoscale heat conduction can occur without energy dissipation because phonons can ballistically travel in straight lines for hundreds of nanometres. Nevertheless, despite recent experimental evidence of such ballistic phonon transport, control over its directionality, and thus its practical use, remains a challenge, as the directions of individual phonons are chaotic. Here, we show a method to control the directionality of ballistic phonon transport using silicon membranes with arrays of holes. First, we demonstrate that the arrays of holes form fluxes of phonons oriented in the same direction. Next, we use these nanostructures as directional sources of ballistic phonons and couple the emitted phonons into nanowires. Finally, we introduce thermal lens nanostructures, in which the emitted phonons converge at the focal point, thus focusing heat into a spot of a few hundred nanometres. These results motivate the concept of ray-like heat manipulations at the nanoscale.