A statistical mechanical formula of the thermal conductivity of molecular liquids is developed as a generalization to molecular fluids of the theory of thermal conductivity of simple liquids reported recently. The theoretical expression presented for the thermal conductivity of molecular liquids consists of the kinetic part independent of the density and the density-dependent potential part. The latter is given in terms of the intermolecular forces, pair correlation function, and self-diffusion coefficient, in a form similar to the shear and bulk viscosities of the molecular liquids. A generalized Eucken relation is also derived for molecular liquids that relates thermal conductivity to shear viscosity, and used for the calculation of thermal conductivities. The theoretical result obtained for thermal conductivity is successfully tested against experimental data on nitrogen and carbon dioxide available in the literature.