We report on the magnetic field (0T$ le B le 9$T) dependence of the longitudinal thermal conductivity $kappa(T,B)$ of highly oriented pyrolytic graphite in the temperature range 5 K $le Tle$ 20 K for fields parallel to the $c-$axis. We show that $kappa(T,B)$ shows large oscillations in the high-field region (B > 2 T) where clear signs of the Quantum-Hall effect are observed in the Hall resistance. With the measured longitudinal electrical resistivity we show that the Wiedemann-Franz law is violated in the high-field regime.