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Simultaneous achievement of high thermal transportation performance and superior mechanical properties in the same thermal management composite film is still a great challenge. Herein, hybrid nano and microdiamonds (hDs) were introduced for the first time to cellulose nanofibers (CNFs) and boron nitride nanosheets (BNNSs) to construct a long-range ordered "sandwiched structure" by vacuum-assisted layer-by-layer self-assembly. Benefiting from the bridging effect of diamond and the long-range ordered structure with a perfect thermally conductive path, the CNF-BNNS-hD composite film exhibits an inplane thermal conductivity of 45.76 W m-1 K-1 and through-plane thermal conductivity of 3.17 W m-1 K-1 at a filler content of 48.2 vol%. Additionally, the diamonds are fixed in the "sandwiched structure" as a support layer, and the BNNSs on both sides of the "sandwiched structure" are used for the slip layers, which significantly enhances the mechanical properties of the composite films, making the CNF-BNNS-hD composite film achieve a tensile strength of 88.6 MPa and an elongation at break of 14.7% as well as excellent insulation performance. In addition, the CNF-BNNS-hD composite film could endure 1500 folds without any fracture, demonstrating the excellent flexibility of the film. Our strategy is very effective for the fabrication of a composite film with high thermal conductivity and robust mechanical properties as well as superior electrical insulation performance. [ABSTRACT FROM AUTHOR]