We propose an efficient scheme that combines density functional theory (DFT) with deep potentials (DPs), to systematically study convergence issues in the computation of the electronic thermal conductivity of warm dense aluminum (2.7 g/cm³ and temperatures ranging from 0.5 eV to 5.0 eV) with respect to the number of k-points, the number of atoms, the broadening parameter, the exchange-correlation functionals, and the pseudopotentials. Furthermore, we obtain the ionic thermal conductivity using the Green–Kubo method in conjunction with DP molecular dynamics simulations, and we study size effects on the ionic thermal conductivity. This work demonstrates that the proposed method is efficient in evaluating both electronic and ionic thermal conductivities of materials.