A CaO‐B2O3‐SiO2 (CBS) glass/40 wt% Al2O3 composite sintered at 900°C exhibited a dense microstructure with a low porosity of 0.21%. This composite contained Al2O3 and anorthite phases, but pure glass sintered at 900°C has small quantities of wollastonite and diopside phases. This composite was measured to have a high bending strength of 323 MPa and thermal conductivity of 3.75 W/(mK). The thermal conductivity increased when the composite was annealed at 850°C after sintering at 900°C, because of the increase in the amount of the anorthite phase. 0.25 wt% graphene oxide and 0.75 wt% multi‐wall carbon nanotubes were added to the CBS/40 wt% Al2O3 composite to further enhance the thermal conductivity and bending strength. The specimen sintered at 900°C and subsequently annealed at 850°C exhibited a large bending strength of 420 MPa and thermal conductivity of 5.51 W/(mK), indicating that it would be a highly effective substrate for a chip‐type supercapacitor.