We present an exhaustive study of the coherent heat transport through superconductor-ferromagnet(S-F) Josephson junctions including a spin-filter (I$_{sf}$) tunneling barrier. By using the quasiclassical Keldysh Greens function technique we derive a general expression for the heat current flowing through a S/F/I$_{sf}$/F/S junction and analyze the dependence of the thermal conductance on the spin-filter efficiency, the phase difference between the superconductors and the magnetization direction of the ferromagnetic layers. In the case of non-collinear magnetizations we show explicitly the contributions to the heat current stemming from the singlet and triplet components of the superconducting condensate. We also demonstrate that the magnetothermal resistance ratio of a S/F/I$_{sf}$/F/S heat valve can be increased by the spin-filter effect under suitable conditions.