Based on the research on heat transfer mechanism of wheat straw bale wall, the thermal conductivity of wheat straw bale wall of different densities was measured. As the thermal conductivity of wheat straw bale wall is low, it can be used as a sustainable, economic and insulation material of low energy consumption. Meanwhile, test results also show that the thermal conductivity decreases at first and then increases with increasing density of wheat straw bale walls. Also, according to the manufacture, masonry of wheat straw bale walls and test results, reasonable range of density with low thermal conductivity of wheat straw bale walls was suggested.