Graphene is usually embedded into polymer matrices for the development of thermally conductive composites, preferably forming an interconnected and anisotropic framework. Currently, the directional self‐assembly of exfoliated graphene sheets is demonstrated to be the most effective way to synthesize anisotropic graphene frameworks. However, achieving a thermal conductivity enhancement (TCE) over 1500% with per 1 vol% graphene content in polymer matrices remains challenging, due to the high junction thermal resistance between the adjacent graphene sheets within the self‐assembled graphene framework. Here, a multiscale structural modulation strategy for obtaining highly ordered structure of graphene framework and simultaneously reducing the junction thermal resistance is demonstrated. The resultant anisotropic framework contributes to the polymer composites with a record‐high thermal conductivity of 56.8–62.4 W m⁻¹ K⁻¹ at the graphene loading of ≈13.3 vol%, giving an ultrahigh TCE per 1 vol% graphene over 2400%. Furthermore, thermal energy management applications of the composites as phase change materials for solar‐thermal energy conversion and as thermal interface materials for electronic device cooling are demonstrated. The finding provides valuable guidance for designing high‐performance thermally conductive composites and raises their possibility for practical use in thermal energy storage and thermal management of electronics.

High thermal conductivity polymer composites at low filler loading are of considerable interest because of their wide range of applications. The construction of three-dimensional (3D) interconnected networks can offer a high-efficiency increase for the thermal conductivity of polymer composites. In this work, a facile and scalable method to prepare graphene foam (GF) via sacrificial commercial polyurethane (PU) sponge templates was developed. Highly thermally conductive composites were then prepared by impregnating epoxy resin into the GF structure. An ultrahigh thermal conductivity of 8.04 W m⁻¹ K⁻¹ was obtained at a low graphene loading of 6.8 wt%, which corresponds to a thermal conductivity enhancement of about 4473% compared to neat epoxy. This strategy provides a facile, low-cost and scalable method to construct a 3D filler network for high-performance composites with potential to be used in advanced electronic packaging.