Thermal conductivities of graphene oxide (GO) sheets with different degrees of functionalization and their responses to uniaxial tensile loads have been studied by molecular dynamics simulations. The thermal conductivity of GO is only 5% that of pristine graphene due to the phonon scattering induced by functionalization. Reduction of GO significantly improves the thermal conductivity by more than 4-folds, but still is unable to recover to the full extent. The thermal conductivity of GO unexpectedly increases in response to an external tensile load, a completely opposite trend to those shown by other nanostructured materials, including pristine graphene. We reveal, for the first time, that phonon softening – the commonly-known mechanism that controls the thermal conductivity of graphene upon stretching – does not prevail in GO. The unique structure of GO suppresses the phonon scattering under tension, effectively ameliorating thermal conduction. The anomaly offers a new avenue to tailor the transport phenomenon in GO sheets for various thermal applications.