A material with anisotropic heat conduction characteristics, which is determined by molecular scale structure, provides a way of controlling heat flow in nanoscale spaces. As such, here, we consider layer-by-layer (LbL) membranes, which are an electrostatic assembly of polyelectrolyte multilayers and are expected to have different heat conduction characteristics between cross-plane and in-plane directions. We constructed models of a poly(acrylic acid)/polyethylenimine (PAA/PEI) LbL membrane sandwiched by charged solid walls and investigated their anisotropic heat conduction using molecular dynamics simulations. In the cross-plane direction, the thermal boundary resistance between the solid wall and the LbL membrane and that between the constituent PAA and PEI layers decrease with increasing degree of ionization (solid surface charge density and the number of electric charges per PAA/PEI molecule). When the degree of ionization is low, the cross-plane thermal conductivity of a constituent layer is higher than that of the bulk state. As the degree of ionization increases, however, the cross-plane thermal conductivity of PAA, a linear polymer, decreases because of the increase in the number of in-plane oriented polymer chains. In the in-plane direction, we investigated the heat conduction of each layer and found the enhancement of effective in-plane thermal conductivity again due to the in-plane oriented chain alignment. The heat conduction in the LbL membrane is three-dimensionally enhanced compared to those in the bulk states of the constituent polymers because of the electrostatic interactions in the cross-plane direction and the molecular alignment in the in-plane direction.