In this paper, the mesoporous structural unit of MCM-41 is established first and the equilibrium molecular dynamics (EMD) numerical simulation is performed to obtain the shell thermal conductivity of MCM-41. Then, based on one-dimensional heat transfer analysis, the analytical expression for effective thermal conductivity of MCM-41 is obtained by coupling heat conduction in air-filled nano-pores and that in the shell. The effects of wall thickness, pore size and porosity on the thermal conductivities of the MCM-41 are further analyzed. It turns out that MCM-41 possesses good thermal insulation and the decrease of effective thermal conductivity is closely linear as porosity increases. Furthermore, the thermal conductivity shows that it is obviously anisotropic and its largest value is along the length of the pores, and that it has the quasi-one-dimensional characteristic.