We study magnetic excitations and thermal Hall effect on the Kitaev-Heisenberg model under magnetic fields. By employing the spin-wave theory for the magnetic orders realized in this model, we examine the topological nature of the spin-wave dispersions and calculate the thermal Hall conductivity. The comprehensive investigations on the field-angle dependence clarify that the thermal Hall conductivity is sensitive to the spin ordered pattern and excitation spectra of magnons; this quantity is enhanced by the noncoplanar spin configurations and small magnon gap in the excitation spectrum. On the other hand, we also find a common feature in the field-angle dependence of the thermal Hall conductivity. It vanishes when the magnetic field is on the planes spanned by the spin axes. We reveal that the behavior is intrinsic to the Kitaev -Heisenberg model in an applied field and demonstrate that the introduction of the off-diagonal spin interaction causes the disappearance of the feature in the thermal Hall conductivity.