In this paper the experimental results of the thermal conductivity of propane (C3H8) and butane (n-C4H10) at compressed liquid state are reported, Measurements of the thermal conductivity are carried out in the temperature range 254-315 K and in the pressure range from the saturation pressure up to 30 MPa for propane, and in the temperature range 258-335 K and in the pressure range up to 20 MPa for butane, with an accuracy better than 1%, The density dependence of the thermal conductivity of propane and butane is investigated. The experimental data of each substance are correlated with an equation of temperature and pressure. Discussions are given to the general behaviour of the thermal conductivity of alkanes (CnH2n+2) from ethane to n-heptane. The present results are compared with the reported values available to the authors and are also compared with the values of HCFC-22 and HFCs.