The thermal conductivity of optimally doped NaFe$_{0.972}$Co$_{0.028}$As ($T_c sim$ 20 K) and overdoped NaFe$_{0.925}$Co$_{0.075}$As ($T_c sim$ 11 K) single crystals were measured down to 50 mK. No residual linear term $kappa_0/T$ is found in zero magnetic field for both compounds, which is an evidence for nodeless superconducting gap. Applying field up to $H$ = 9 T ($approx H_{c2}/4$) does not noticeably increase $kappa_0/T$ in NaFe$_{1.972}$Co$_{0.028}$As, which is consistent with multiple isotropic gaps with similar magnitudes. The $kappa_0/T$ of overdoped NaFe$_{1.925}$Co$_{0.075}$As shows a relatively faster field dependence, indicating the increase of the ratio between the magnitudes of different gaps, or the enhancement of gap anisotropy upon increasing doping.