We report thermal conductivity (kappa) of low-density, high-density and ultra-high density polyethylene (PE) with different crystallinity and microstructures. PE was crystallized under high-pressure and high-temperature conditions which produce extended chain crystals. By applying a two-phase model, we estimate kappa of 100% crystallized PE as a function of pressure and temperature. The increased crystallinity and lamellar thickness (fold length) reduce the thermal resistance, which is reflected not only in the absolute value of kappa but also in more pronounced pressure and temperature dependencies approaching those of polycrystalline low-molecular weight materials. The results suggest that it is crucial to increase the lamellar thickness to significantly improve kappa of PE with randomly oriented lamellae.