Highly thermal conductive materials with excellent electromagnetic interference (EMI) shielding efficiency have been attracted much attention in the field of modern electronic devices. In this work, the magnetic reduced graphene oxide (RGO)@Fe3O4 nanoplatelets (NPs), which were acted as fillers, were fabricated via electrostatic self-assembly and co-precipitation technique. The nanocomposites were prepared by applying external magnetic fields to align RGO@Fe3O4 NPs during epoxy curing. Owing to external magnetic fields and the anisotropic properties of RGO@Fe3O4 NPs, the nanocomposite with aligned RGO@Fe3O4 NPs exhibited an anisotropic thermal conductivity(λ). For the in-plane (∥) direction, λ∥ as high as 1.213?W?m^?1 K^?1, which was higher than that of through-plane (⊥), and the anisotropy index (λ∥/λ⊥) was 15.96. Meanwhile, the resulting sample possessed excellent thermal stability and an electromagnetic interference (EMI) shielding of 13.45?dB?at 8.2?GHz. Overall, aligning RGO@Fe3O4 NPs under magnetic field enhanced the interaction among RGO@Fe3O4 NPs in in-plane direction, so as to promote the formation of thermal conductive networks in the horizontal direction with leading to anisotropic λ. Furthermore, its contributed to electromagnetic shielding effectiveness, and the dominant EMI shielding mechanism is the reflection.