AlN/epoxy composites with high thermal conductivity were successfully prepared by infiltrating epoxy into AlN porous ceramics which were fabricated by gelcasting of foaming method. The microstructure, mechanical, and thermal properties of the resulting composites were investigated. The compressive strengths of the AlN/epoxy composites were enhanced compared with the pure epoxy. The AlN/epoxy composites demonstrate much higher thermal conductivity, up to 19.0 W/(m·K), compared with those by the traditional particles filling method, because of continuous thermal channels formed by the walls and struts of AlN porous ceramics. This study demonstrates a potential route to manufacture epoxy-based composites with extremely high thermal conductivity.