Provided is a method for manufacturing a thermally conductive sheet containing a plurality of joined films, comprising the following: a step wherein at least a first attached-substrate film and a second attached-substrate film, each comprising a substrate and a film containing thermally conductive particles and thermosetting resin disposed on the substrate, are prepared; a step wherein the films of the first attached-substrate film and the second attached-substrate film are brought into contact with each other and placed between a first roll and a second roll that are disposed in opposition to each other and form a pair; a step wherein the first roll and the second roll that form the pair are rotated, applying pressure in the thickness direction of the films; and a step wherein the first attached-substrate film and the second attached-substrate film are overlaid and conveyed.