We have measured the local lattice temperature distribution and modeled the heat transport in all classes of quantum cascade lasers operating both in the mid-infrared and terahertz ranges. All relevant active regions based on GaAs/AlGaAs, GaInAs/AlGaAsSb, GaInAs/AlInAs/InP material systems have been investigated. A common feature of such complex multiple heterostructures is the strong anisotropy of thermal conductivity, its cross-plane component being much smaller than the in-plane one. Bulk contributions to this phenomenon are negligible, whereas a dominant role is played by the presence of abrupt sub-nanometer sized interfaces. The presence of a high density of interfaces causes phonon interference effects, which inherently limit the heat extraction. The values of the thermal boundary resistance have been extracted from our experimental data and compared among several devices. The possibility of generating stimulated emission of phonons in terahertz quantum cascade lasers will be also discussed.