We propose a test method to study the effects of strain on the thermal conductivity of thin films. First, a strain setup was designed to apply stress to a thin film, and a test system was built to measure its thermal conductivity by combining the strain setup with the 3-ω method. The strain setup can apply stress to the specimen by adjusting load weights, while the strain of a thin film was obtained by measuring the applied stress with a force sensor. Second, the effects of strain on the resistance and temperature coefficients of a metal thin film were studied using the strain setup and the four-wire resistance measurement method; the results show that the resistance and temperature coefficients of metal thin films decrease with strain. Finally, the effects of strain on the thermal conductivity of a silicon dioxide thin film and silicon substrate were studied using the proposed method and test system. As the strain increased from 0% to 0.072%, the thermal conductivity of the 300-nm thick silicon dioxide thin film decreased from 0.907 W/(m K) to 0.817 W/(m K). The thermal conductivity of the 0.5-mm thick silicon substrate fluctuated in the range of 130.6 W/(m K) to 118.8 W/(m K) and then tended to stabilize around 126.4 W/(m K).