Thermal dissipation is a critical aspect for the performance and lifetime of electronic devices. In this work, novel composites based on a cycloaliphatic epoxy matrix and BN fillers, obtained by cationic curing of mixtures of 3,4-epoxy cyclohexylmethyl 3,4-epoxy cyclohexane carboxylate (ECC) with several amounts of hexagonal boron nitride (BN) were prepared and characterized. As cationic initiator a commercial benzylanilinium salt was used, which by addition of triethanolamine, exhibited an excellent latent character and storage stability. The effect of the formulation composition was studied by calorimetry and rheological measurements. The variation of thermal conductivity, thermal stability, thermal expansion coefficient, and thermomechanical and mechanical properties of the composites with the load of BN filler (ranging from 10 to 40 wt%) was evaluated. An improvement of an 800% (1.04 W/m·K) in thermal conductivity was reached in materials with glass transition temperatures >200°C without any loss in electrical insulation.