The low thermal conductivity of polymers is a barrier to their use in applications requiring high thermal conductivity such as electronic packaging, heat exchangers, and thermal management devices. Polyolefins represent about 55 percent of global thermoplastic production, and therefore improving their thermal conductivity is essential for many applications. This review analyzes the advances in enhancing the thermal conductivity of polyolefin composites. First, the mechanisms of thermal transport in polyolefin composites and the key parameters that govern conductive heat transfer through the interface between the matrix and the filler are discussed. Then the advantage with different thermally conductive fillers are reviewed and analyzed. Finally, the key challenges and future directions for developing thermally enhanced polyolefin composites are outlined.