The cross-plane thermal conductivity of several nanoscale layered oxides SiO2/Y2O3, SiO2/Cr2O3, and SiO2/Al2O3, synthesized by e-beam evaporation was measured in the range from 30 K to 300 K by the 3ω method. Thermal conductivity attains values around 0.5 W/m K at room temperature in multilayer samples, formed by 20 bilayers of 10 nm SiO2/10 nm Y2O3, and as low as 0.16 W/m K for a single bilayer. The reduction in thermal conductivity is related to the high interface density, which produces a strong barrier to heat transfer rather than to the changes of the intrinsic thermal conductivity due to the nanometer thickness of the layers. We show that the influence of the first few interfaces on the overall thermal resistance is higher than the subsequent ones. Annealing the multilayered samples to 1100°C slightly increases the thermal conductivity due to changes in the microstructure. These results suggest a route to obtain suitable thermal barrier coatings for high temperature applications.