Thermal management materials are of critical importance for engineering miniaturized electronic devices, where theoretical design of such materials demands the evaluation of thermal conductivities which are numerically expensive. In this work, we applied the recently developed machine learning interatomic potential (MLIP) to evaluate the thermal conductivity of hexagonal boron nitride monolayers. The MLIP is obtained using the Gaussian approximation potential (GAP) method, and the resulting lattice dynamical properties and thermal conductivity are compared with those obtained from explicit frozen phonon calculations. It is observed that accurate thermal conductivity can be obtained based on MLIP constructed with about 30% representative configurations, and the high-order force constants provide a more reliable benchmark on the quality of MLIP than the harmonic approximation.