Constructing a layer-by-layer framework is a highly efficient strategy for preparing thermal management materials with excellent performance. In this report, thermal oxidation and ultrasonic exfoliation of hexagonal boron nitride can prepare hydroxylated boron nitride nanosheet (BNNS-OH). BNNS-OH layer and cellulose nanofiber (CNF) layer are assembled, respectively, on the CNF surface to form a homogeneous film by vacuum-assisted self-assembly and hydrogen bond interaction. With the increase in the number of BNNS-OH layers and CNF layers, the in-plane thermal conductivity of the multilayer film increases dramatically, which is up to 1.47 W.m(-1).K-1 for 0.16 wt % BNNS-OH, and the thermal conductivity efficiency of the unit weight filer is up to 1142%. The multilayer films maintain optical transparency and mechanical property owing to the hierarchical structure and ultralow filler content. This work provides a new method to prepare a good transparent, mechanically and thermally conductive cellulose nanofiber/boron nitride nanosheet multilayer film, which is promising for thermal dissipation in a series of modern devices.