Polymer-based thermal conductive composites (PTCs) with both excellent thermal and mechanical properties are highly desirable in the thermal management of modern microelectronic industry. However, the enhancement efficiency for fillers loaded polymer composite is actually lower than the theoretically predicted value. The significant reasons could be due to the restriction of interfacial thermal resistance at filler-polymer matrix interfaces as well as the thermal conductive orientation dependence of anisotropic fillers. In the present study, solid-state shear milling (S3M) strategy and FDM 3D-printing aligning technology were combined to synergistically improve thermal conductivity of linear low-density polyethylene (LLDPE)/graphene nanoplatelet (GNPs) nanocomposites. The fabricated FDM 3D-printed parts exhibit a significantly enhanced through-plane thermal conductivity up to 3.43 W m−1 K−1 along printing direction compared to that of neat LLDPE (0.40 W m−1 K−1) and also that of traditionally melt-compounded LLDPE/GNPs composites (1.98 W m−1 K−1) at the same GNPs loading of 15.0 vol%. The enhanced thermal conductivity is attributed to the long-range aligned bridge-connected network structure of GNPs constructed in the PE matrix along printing direction due to the shear-inducing effect of FDM 3D-printing. Simultaneously, the S3M technology we adopted also reduces the interfacial thermal resistance and thus increases the thermal conductivity of the obtained nanocomposite, which was further demonstrated by the way of theoretical effective medium approximation (EMA) models we applied. The achieved high thermal conductivity and mechanical properties of the FDM 3D-printed LLDPE/GNPs thermal conductive parts suggest promising applications in the heat diffusion of some advanced electronic devices.