In the paper, the thermal conductivity of rarefied gases in nanochannels and in bulk was studied. The following gases Ar, Kr, Ne, Xe, O 2 , CH 4 were considered. The evolution of gas molecules in phase space was calculated by the method of the stochastic molecular modelling. It was established that the thermal conductivity coefficient of the gas in the nanochannel is anisotropic. Anisotropy of the thermal conductivity is caused by the interaction of gas molecules with the channel walls. This interaction is described by the specular or diffuse laws of molecules reflection. The thermal conductivity of gases across the channel is significantly lower than along it. The anisotropy of the thermal conductivity persists even in microchannels, but it decreases with the increasing of the gas density. In fact, the thermal conductivity coefficient is not a gas property only, but of a gas+channel wall system.