Hexagonal boron nitride nanoparticles (hBN) were surface modified by treatment with cold ethylene plasma. During this treatment, an ultrathin plasma polymerized polyethylene layer is deposited on the surface of the hBN nanoparticles. Before and after the plasma treatment, the nanoparticles were characterized by infra-red spectroscopy, thermogravimetric analysis, transmission electron microscopy (TEM) and X-ray diffraction. Untreated and plasma treated nanoparticles were incorporated via melt mixing into high density polyethylene (HDPE), at different concentrations. Dispersion of hBN within the polymer and the polymer-particle interaction were studied by TEM. Thermal conductivity of the prepared nanocomposites was determined by modulated differential scanning calorimetry. In general, the thermal conductivity of all HDPE-hBN prepared nanocomposites was higher than that of pure HDPE. However, the higher conductivity values, 97 and 114% higher than that of pure HDPE, were obtained in plasma treated samples (treated at 100 W for 5 min) with 8 and 15 wt% loading of hBN.