The CuCrSe2 shows attractive physical properties, such as thermoelectric and multiferroic properties, but pure-phase CuCrSe2 crystal is still quite challenging to obtain because CuCr2Se4 can be easily precipitated from a CuCrSe2 matrix. Here, taking the advantage of this precipitation reaction, we grew a series of CuCrSe2-CuCr2Se4 hetero-composites by adjusting growth parameters and explored their thermal conductivity property. Determined by electron-diffraction, the orientation relationship between these two compounds is [001] (100) CuCrSe2‖[111] (220) CuCr2Se4. The out-of-plane thermal conductivity κ of these hetero-composites was measured by a time-domain thermo-reflectance method. Fitting experimental κ by the Boltzmann-Callaway model, we verify that interface scattering plays significant role to κ in CuCrSe2-CuCr2Se4 hetero-composites, while in a CuCrSe2-dominated hetero-composite, both interface scattering and anharmonic three-phonon interaction lead to the lowest κ therein. Our results reveal the thermal conductivity evolution in CuCr2Se4-CuCrSe2 hetero-composites.